It would be a hard task to build good links to over 35K pages and in a lot of cases, it would appear very unnatural.

While you should have a mix of pages that backlinks go to, in almost all cases, the home page will have the vast majority of links.

Wikipedia is bit of an extreme case. You'd probably find that almost every page has at least one backlink, but that's only because it is a very well known and used authority site.

Focus to those pages that get lots of traffic IMO. Building links to all 35k pages is a hard task and sometimes makes no sense at all.

So for me, give more attention to those pages that help users a lot.

There must be categories for those 35k pages. Promote them alone.

I suggest you have a sitemap and build a shedload of links to that sitemap. The reason Wikipedia pages have decent PR is they have good internal linking that starts with a PR9 home page and lots of links from external sites.

Ghostboi,

As mentioned by other members, building links to all those pages would be very difficult if not impossible and even if you did attempt it, it would not be a wise use of your time. While you should practice some deep linking strategies, it is not uncommon for most websites to have a majority of their backlinks heading to the home page of the site. This won’t build page rank for all individual pages on your site but it will still get the site exposure.

Here is some more info on deep linking strategies,

Deep Linking Strategy for Content Sites

Hope that helps,

Shawn