I've just read about google sitelinks. It's something new to me.
I'm just wondering if EPiServer supports this?
This depends on how you structure your sitelinks on your sites template (markup). Google analyzes your site automatically and tries to find the more important links. See http://googlewebmastercentral.blogspot.com/2008/10/importance-of-link-architecture.html for more information. So this has nothing to do with EPiServer, but how you structure your markup.
Hope this helps.