Links shown under a search engine result, meant to navigate the user to your subpages. They appear for branded organic search and in the paid SERPs. You can set up the sitelinks in the paid SERPs by using Google Ads.
However, in a branded organic search the situation is a bit different. The process is automated, so you cannot influence if you will have sitelinks, how many, and which pages they will link to. All you can do is make sure your website optimization is on point providing a good user experience.