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as the name suggests a link exchange is giving a link to another website in exchange for your link on that website. and link building is getting backlinks to your website from some high authority websites.

Study about SEO. It's a process. So learn it properly. By successful implementation of SEO, you will get organic traffic.

Use Google Analytics to analyze where the traffic is coming from?

Google Adwords.

Definitely, it helps to drive more traffic as well as makes your website look genuine in the eyes of search engine cause it maintains balance with dofollow links.

A landing page is a normal webpage where visitor lands and contains contact us/ lead form that accepts user information.

Totally agree with this.