How do you choose Anchor Text when receiving a backlink?

Let's say I have a page I want to rank for the keyword "best headphones".

If I receive backlinks with the anchor text "best headphones" and also want other anchor texts such as "click here" or branded anchor texts, how would I go about doing this? I just don't really understand the process of having control of your anchor texts. Is this something you'd communicate to whoever is linking back to you?

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