Another way would be to use package tocbasic coming with
KOMA-script. You can easily set up a floating environment (or a
nonfloating if you want to) using simple key-value pairs. All the
listof-macros you know are there. The list will look just like
your list of figures and tables (if you modified them a safe
way).
You can style the environment using, for example, the caption
package. If you are using package hyperref and its \autoref
functionality, surprise ... works as well :-)
If you are resetting the counter each section, \thecounter will
be longer making the output look ugly. Package tocstyle and it
tocautoindent feature come to help. You need a few LaTeX runs
till the needed space is calculated correctly.
\documentclass{article}%
\usepackage[tocindentauto]{tocstyle}
\usepackage{blindtext}
\usepackage{tocbasic}
\DeclareNewTOC[%
type=example,
counterwithin=section,
float,
%nonfloat, %If you don't want them to float
name=Example,
listname={List of Examples},
]{xpl}
\usepackage{hyperref}
%\hypersetup{hidelinks}
\begin{document}
\listoffigures
\listofexamples\clearpage
\section{Introduction}%
\begin{example}
\caption{title}
This is the first example. The counter will be reset at each section.
\end{example}
\begin{example}
\caption{example with ducks}
Duck and cover!
\end{example}
\section{Quack}
Ducks are quite nice creatures, find a picture of a duck in
\autoref{xpl:duck}.
\blindtext[1]
\begin{example}
\caption{More Ducks}
\label{xpl:duck}
\blindtext[2]
\rule{5cm}{2cm}
Another example.
\end{example}
\begin{example}
\caption{funny penguins}
\blindtext[3]%
Yet Another example.
\end{example}
\begin{figure}
\caption{figure}
\caption{figure}
\caption{figure}
\end{figure}
\end{document}

Using standard hyperref to show the link

\documentclass{...}and ending with\end{document}. – Sep 01 '14 at 11:39tocloftpackage and its\newlistofcommand. See also this recent question, where some example is shown http://tex.stackexchange.com/questions/198326/tocloft-cross-references-a-section-as-a-subsection. Perhaps, you should use atheorem-like environment fromamsthmetc. for the framework of your example as well – Sep 01 '14 at 11:40