First, we have to create the saved search that we want to add to the sublist.
Create a new subtab for the saved search in the required record.
Select the record type which we have to add to the saved search and give the title for that subtab.
Create a new sublist
Select the record type and select the created saved search name and select the created subtab name in the label tab also.
When we select record we can see the saved search in the sublist.