They are called site-links, and are automatically generated by Google based in its own analysis of your site structure to help users to find popular topics of a website.

You can only improve your site links to help Google determine if they are worth to include them in SERP as stated here:
At the moment, sitelinks are automated. We're always working to
improve our sitelinks algorithms, and we may incorporate webmaster
input in the future. There are best practices you can follow, however,
to improve the quality of your sitelinks. For example, for your site's
internal links, make sure you use anchor text and alt text that's
informative, compact, and avoids repetition.