Free seo web directory are web pages which act like directory for optimizations for web pages.
therefore help you you gain more traffic to your web page. All you
need to do is to enter your page to what seo web directory. There
are hundreds and hundreds pages that are made only for that.
When you join web directory you normally get confirmation mail from administrators. When your link is added in seo web directory you get another mail with a link. That link you then put somewhere on your front page and voila, that's it.
Not all seo web directories are good though. If web directory is better promoted it's better to use. More people that check directory where your link is the higher the chance your page will get some of those visitors.