Those are called “sitelinks” and are automated but you can partially configure them in Google’s webmaster’s tools. In webmaster’s tools, click “sitelinks” in the navigation menu on the left. From the sitelinks page:
Sitelinks are links to a site’s interior pages. Not all sites have sitelinks. Google generates these links automatically, but you can remove sitelinks you don’t want.
Here is another Google page explaining sitelinks.