You can't, really.
There is no tool out there (not one, really, none at all) that will give you all
the links pointing to your site. There may be some that will claim they do, but with all the billions of web pages out there, they do not necessarily know every
page that links to you.
The best that any tool can do is show you a sample of the links pointing to your pages.
Fortunately, you don't need to know every page that links to you to be successful.
Seek out links from pages that have the potential to send you actual human traffic. These will be located on reputable websites, and will almost entirely be editorial links (that is, links that other webmasters give you, not links you "build" yourself).
And don't worry about the rest. If you have enough editorial links from reputable websites, your overall link profile will be strong enough you won't need to worry about any other lower-quality links that might somehow end up pointing your way.
If you have requested a link from someone, or tried submitting your site to a directory or whatever, your best bet is to simply make a note of your requests and submissions and check back periodically on the site to see if your link has been added.
If someone adds a valuable link pointing to you that you didn't ask for, you'll know soon enough when you start seeing that link showing up as a referer in your web stats. Because valuable links are the kind that actually send you traffic.
If you have found a site where you can submit a link and it will be listed immediately, don't bother. It's a waste of your time, because those sorts of links are not valued by the search engines.