Welcome to the community!
Navigate to Ad Extension tab to use sitelinks in your ad. You can add sitelinks on campaign and ad group level both. Sitelinks at campaign level will appear with all the ad groups ads within the campaign and sitelinks at ad group level will appear with particular ad group ads.
Now coming to strategy part, if i understood your query correctly, then i would recommend that first of all search for potential keywords, then decide your daily budget, after deciding your budget choose the suitable match types for the keywords. Now make adgroups with tightly themed keywords and make min. two ad copies with the offers, benefits etc. and add the relevant landing page.
For site links i would like to tell you that all the destination urls should be different otherwise your sitelinks will be disapproved.
Hope this help!
I know your question was answered very well, I would only add that you have to use MaxCPC in order to show the Ads in positions between 1 and 3 in order to have sitelinks near the text Ad and you can use a relatively new feature of sitelink with 2 description lines , explained here :