How to use sed to replace numbers with parenthese?

How do you like this one? I hope it is what you needed.

sed -e 's/\([0-9]\+\)/(\1, 0)/g'

Test

echo "hello:123: world
hello:783: world
hello:479: world" | sed -e 's/\([0-9]\+\)/(\1, 0)/g'

Result

hello:(123, 0): world

hello:(783, 0): world

hello:(479, 0): world

POSIXly:

sed 's/[0-9]\{1,\}/(&, 0)/' < file

Would replace the first occurrence of a series of one or more (\{1,\}) decimal digits with (&, 0) (where & is the text being replaced) on each line.

Some sed implementations have a -E option for using extended regular expressions (ERE) instead of basic ones (BRE), when you can use + in place of \{1,\}. -E might make it to the next version of the POSIX specification:

sed -E 's/[0-9]+/(&, 0)/' < file

Some sed implementations like GNU sed support \+ as a BRE alias for \{1,\} though that's not portable/standard.

To use perl regular expressions which are becoming a new de-facto standard for regular expressions, you can use... perl:

perl -pe 's/\d+/($&, 0)/' < file

Assuming input has : separated text and 2nd column needs to be changed:

$ awk 'BEGIN{ FS=OFS=":" } {$2 = "("$2", 0)"} 1' ip.txt
hello:(123, 0): world
hello:(783, 0): world
hello:(479, 0): world

Or, with perl

$ perl -F: -lane '$F[1] = "($F[1], 0)"; print join ":",@F' ip.txt
hello:(123, 0): world
hello:(783, 0): world
hello:(479, 0): world