Some online booksellers, including the One Who Shall Not Be Named, offer an affiliate program. This is an incentive for you to direct customers to them, by having links from your site to their site that include your affiliate ID so they know who to credit.
If your website has links to where to buy your books, you might as well get a little extra if people buy through those links. It costs nothing to join, so it’s free money for something you were going to do anyway. You generally get a payment even if the website visitor initially views your book on the vendor site but ends up buying something else from them. You led them in the door.
The details of how to sign up are specific to the vendor and may change over time, but a web search for (vendor name here) associates or affiliates, will show how to sign up. Once you’ve joined, the retailer will give instructions for creating a URL that includes your ID.
Note: The FTC mandates that if you use affiliate links, you must disclose your financial interest, since that may affect the objectivity of your recommendations. When talking about your own books, “a reasonable consumer” (to use the FTC parlance) knows you’re being compensated for those sales, and no-one expects objectivity. If you list all retailers equally (rather than giving preference to vendors that have affiliate programs), one might argue there’s nothing to disclose in connection with links to your own work. However, I am not a lawyer.