backlink question

I am trying to understand what a backlink is or how it works.

I use site explorer to look up alice--com
and see a backlink from
hxxp://jessmalexander*blogspot*com/

i went through the site and were not able to find any mentioning of alice?

can anybody tell me how/where i can find their link to alice?

Correct me if I'm wrong everyone but I think alice--com isn't on the MAIN page but possibly indexed on the other pages