Welcome to the Q&A Forum

I've been building links consistently to our site for the past three months. At first, some of my tactics were rather shady. As I learned more, I started to get more quality links. I have noticed that a very small percentage of my active links are currently indexed. Should I do something to get these older links indexed or just keep building new links? Will building shady links to unindexed links get them indexed? Will this get my site penalized? Does pinging help? What resource should I use to ping these unindexed links? Forgive me if this is a really basic question. I'm still learning the ropes.