Deep links are links on your site that point to other pages on your website. There are a few reasons why a person would want to build deep links. One of the most important reasons is that it will allow visitors to easily find other pages on the site. Otherwise, a webmaster might have many interesting pages on his site that nobody is visiting. Another reason to build deep links is to make sure that search engines will show all of the pages of your site in search results. This will probably results in increased traffic, which is always a good thing.