I was just wondering because my site just got sitelinks when you search for it on google and I was wondering if this helps with seo?
Sitelinks are produced from a proper internal linking structure. This just shows you've follow the correct structuring method when building a website.
Congrats on getting site links! As ssandecki said, Sitelinks are given for Google seeing your site as well linked internally. Although there is no SEO benefit from having it, the fact that you have it,shows that you've done will with on page seo and linkbuilding to be come an authority. Now when people search for you, you'll have 6-7 links at the top of google that people can click, compared to your competitors's 1 or 2.