Akhilesh, thanks for the questions. In general, I would think of "SEO" as not a "bag of tricks" to manipulate Google. Thankfully, that died years ago. Rather, "SEO" is a collection of best practices that help you to build an online brand that deserves to rank highly.
Here's my personal take on your questions:
Can we do link building like directory, article, press releases, classifieds, business listing, social bookmarking etc.
No. The best links today are not that ones that you directly get -- the best links are the ones that others give you. It is "earning links" and not "building them." And how do you do that? Basically, two general ways: 1. Create awesome, authoritative content on your website's topic and use social media and PR to promote it so that people will find it and link to it themselves. 2.) Build such an amazing website with a great user-experience that word will spread naturally via word of mouth.
These "earned links" are difficult and costly to get. But nothing useful ever comes quickly and cheaply. If true "SEO" were quick and cheap, then everyone in the Moz community would be millionaires by now.
We need to check DA, Alexa, Page Rank, cBlock IP before publishing any kind of Link but how much Max or Min. no. should be for consider any website like DA should be min 20-30-40 etc..
Don't worry about checking metrics. Focus on websites that are naturally relevant to you. If I publish a website about football (soccer, for Americans), then I want links from other websites about football regardless of their "domain authority." In the same way, I probably wouldn't care that much about a link from a website about cooking even if it had a DA of 90. Think like a human being, not like a machine -- in the end, that's what Google wants to do.
How can consider a natural links?
If you are asking what I think you are asking, then the links that are "earned" (as described above) are as natural as you can get.
Which type anchor text should be in any kind of links may be directory etc.
Don't think about anchor text. If you think about it too much, you will just get into trouble. Let people use whatever anchor text they want so that it will not look manipulated.
In website interlinking we should put Exact Links or no need to put any links For.ex.my website is abc.com.au then we can put link for Website Design keywords or Should be long tail keyword.
I don't understand. Can you clarify?
How can we do content marketing means we should post blog in internal website or need to create External Blog like BlogSpot, WordPress.
Put your blog on your own domain (you can use a platform such as Wordpress on your domain). If you put it on a different domain, then your "authority" will be diffused. Keep it "all under one roof."
In blog we should put any keyword link OR should be post without links.
I don't understand. Can you clarify?
We can put link on no follow website.
Don't worry about whether the links are follow or nofollow. A quality link on a relevant website may send valuable referral traffic. One rule: If Google did not exist, would you want this link? If the answer is "no," then skip it.
Why more website coming on Google first page but they are doing Spammy links like exact keywords links, unnatural links etc..
This is just my opinion, but I think fewer and fewer spammy websites are ranking highly following Google's Penguin, Panda, and other updates. Sure, Google is not perfect and will never be perfect, but it's getting better.