Unfortunately, the tools used to do this don't always work perfectly, but a few simple ways to check the links to your site are:
Checking your links on Google: link: yourdomainname
For example: link: ibcscorp.com on Google.
Checking your links on Yahoo: links: your domain name
For example: links:ibcscorp.com on Yahoo.
This is very trivial perhaps, but on Yahoo, if your site hasn't been crawled or indexed or has no results, then you will get an error message. This will in turn give you the opportunity to submit your site for free to Yahoo. You have to have a Yahoo ID to do this. It is kind of a pain. This will then put you in the cue to be crawled by Yahoo. I am sure if you wait long enough it will happen anyway, but if your site is new this will help speed things up. Even still they say to expect a delay of several weeks before your URL is crawled, unless you pay them $299, in which case they will do it in 7 days.
Checking your links on Bing.com: links: your domain
For example: links:ibcscorp.com on Bing.
Like Yahoo, if the page isn't found, it can be entered at this point, again it may take some time for it to be indexed.