To add a menu or other elements to a sidebar (depending on if this is an option for your theme) go to the Customize screen from the toolbar, or from the dashboard go to Appearance > Customize > Widgets.
You’ll see a section under widgets where you can add things to a sidebar and/or footer. One widget you might want to use is the Custom Menu, for example if you want a different set of links to appear on the side. You’ll first need to have created a new menu with those links, so see our section on menus for info on this. Then, choose the Custom Menu widget and then select the menu you want to show.