How to create a link paramid ?

Are you referring to internal or external linking ? Usually in a link pyramid you would have tiers 3 or 4 every web page on tier 4 would link to every web page on tier 3 tier 33 will have less pages than tier 4 and tier 2 less than 3. The website architecture would look something like this.

Home

Page Page

Page page page

Page page page page

So you lower level web pages will link to the tier above until you reach the top which would be your homepage. Some webmasters like to have the tier link interlinking aswell ther is no set method for this.
 
The backlink pyramid was one of the first backlinking strategies to be developed ever since Google began placing value on backlinks. The backlink pyramid is easy to implement, easy to explain and useful in many ways. The strategy allows you to send high-quality backlinks to your money site, strengthens those high-quality links, and improves the index rate of those backlinks.
 
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