You must include your keyword/phrase somewhere in your links. At least once, but not more than 2-3 times in different links. One html link looks like this:

 

 

And if, for example,we optimize for the word “book”, we may consider something like this:

 

 

As you see, in this particular example we have the key-phrase twice – in the domain name and in the visible link text.

 

Remember – over-optimizing can penalize the ranking of your page. So, don't optimize more than 2-3 links (depending on the size of the page).

Also - don’t repeat the key-phrase in the same link text.