I had been just wondering if their is a method to scan the net to discover every website which has a connect to my website.

Say scan the net for each website which has a connect to world wide web.example.com ???

Is the something to get this done.

Massive task, don't reinvent the wheel, use google website owner tools:

https://world wide web.google.com/website owners/tools/

Edit: Should you desired to do-it-yourself you'd need to text index and datamine the entire internets. You would be lengthy dead prior to getting near to finishing this.