From the definition of adjusted net savings:
Adjusted net savings are equal to net national savings plus education
expenditure and minus energy depletion, mineral depletion, net forest
depletion, and carbon dioxide and particulate emissions damage.
It is a little easier to see on the World Development Indicators Table 4.11
Adjusted net savings = Gross savings - Consumption of fixed capital + Education expenditures -Net forest depletion- Energy depletion - Mineral depletion - Carbon dioxide damage - Local pollution damage
The idea is that ruining the environment is like depreciation in the sense that if you look at savings but ignore depreciation you overstate how much wealth has increased from that savings. Similarly, if you pollute your country that ruined environment makes you poorer than your level of savings suggests.
Despite the label, you should think of the field "Adjusted savings: carbon dioxide damage" as actually meaning "adjustment to savings from carbon dioxide damage". If you want to calculate national savings rate net of carbon dioxide damage but not net of the other variables, you would calculate it as follows:
= Gross savings + Education expenditures - Carbon dioxide damage