Backlinks like this...
 

I'm just wondering is this normal, that some lls place backlinks like this: creamxtreme.com/links/Anime/index.html

Yes

|shocking|

why they don't use usual type of linking back?
does this way of linking Google crawl?

It gives them a chance to show up in the search engines when someone searches for your site (domain name). I would imagine that it also keeps you from getting credit for the link pointing to your site.

I would not submit to that site due to the way they link back, but I am not an expert on this. Maybe some of the guys that have been at this longer than me could shed some light on this?