Broken links are the links which lands on 404, that means they are not existing which causes crawl eras. You check these links using webmaster tools
As web sites move or disappear, links on other sites to those pages become out of date. To prevent this, web site administrators can add redirects that automatically take users to new pages that have replaced old ones, or they can provide the new, correct URL on the old page.
Broken links are the links which are no longer working, mainly these links become broken when the pages are removed or when the link has been changed. The best way of seeing these links is by using webmaster tools.
You can download Xenu and this is great software that you can check so many thing as well as broken links.
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