How to companies build millions of backlinks?

These are often years of work. But nowadays, the quality of the backlinks themselves is more important than the large number of them. You will get much better results if you have fewer backlinks that generate traffic to your website.

@Gamerseo, and from where we get this quality links ?

Spy your competitors. Choose for quality and relevance not for quantity.

Besides the above mentioned, use such a content on your webpage so that people can link your webpage. This works wonderfully.