When I searching some keywords on google I see there are some "sub links" under web sites but when I search my web site, I cannot see there are "sub links" under my result what cause that?
If i understand your question properly,They are site links. learn more about it here. http://support.google.com/webmasters/bin/answer.py?hl=en&answer=47334 It is added by google automatically.When your site get more unique visitors with some direct visits. You can't add yourself.
yes, you can not make it by yourself. but you can make google understand the importance of your internal pages. then google will list them as site links. make the sitemaps of the pages you want to show in google in xml format and submit them in the webmasters. interlink to the targeted links from all the pages (footer links)
No, you CANNOT make it your self... They will index those pages and place them there if they see to be appropriate... What's your website BTW, I will take a look at it. Holla!~