Facebook Ads now allows you to add custom site links to your advertisements. When creating a new ad, there's a dedicated 'Ad sources' section where you can enter your website URL.
Meta will try to find useful site links automatically, but if it can't, you can add them manually.
To display site links on your ad, you need to add at least 3 site links. After adding your creative, go to the 'Advantage+ creative enhancements' and look for the 'Add site links' card. Turn this feature on, and you can preview how it will appear. Meta will display your site links when it can potentially improve performance.
A helpful tip is to add custom parameters to your site link's destination link if you want to track clicks. This allows you to monitor traffic in Google Analytics from site links added to your ad.