sublw carry bit: Microchip PIC16C instruction set "two's complement method"
The PIC sublw instruction subtracts the contents of the W register from the 8-bit literal parameter, which is a bit different from the subtract instructions in many other architectures. 

movlw 0
sublw 0 


Means load W with 0x00. Subtract that from 0x00. 

Subtraction is by complementing the W register and adding 1 (2's complement), and adding to the literal. 

So you have 0xFF + 1 + 0x00 = 0x00 (C set) 

movlw 0x00
sublw 0x33


is 0xFF + 1 + 0x33 = 0x33 (C set)

In general, the C bit (really a borrow rather than carry for subtraction) is set when the result is positive (including zero), as is normal in 2's complement subtraction. 

For more, read the instruction descriptions in the Midrange Reference Manual. The instruction set summaries in the datasheets are just brief reminders.