Ad Sitelinks for AdWords feature allows you to extend value of your existing ads, your brand terms and other targeted keywords by adding up to 4 additional destination URLs on your search-based text ads for users to choose from. Currently, option to set up Ad Sitelinks’ll only appear for advertisers whose ads meet a certain high quality threshold. If your account qualifies to run this feature, you'll find option to set up Ad Sitelinks in your Campaign Settings tab -- it’ll appear as "Show additional links to my site" under "Ad extensions" section.