Be sure you are on the Edit tab of the page you want to add to the sidebar menu.
Click the Menu Settings link to expand it.
In the Menu Link Title field, type in a title. (This title will appear in the sidebar and it can be the same as the page name or something different.)
Next, select what the Parent item will be from the drop-down menu. Selecting Site Sections will present the page as a main sidebar item. Choosing another page that has already been created as a parent item will designate this page as a “sub-page” of that previously created page. This sub-page would also be known as a child page (or children of the parent page item).
Weight (Optional): You can weight your page to appear above or below other pages in that section of the menu. Lighter weight pages (weighted less than 0) will rise above heavier weighted pages (greater than 0). The lightest weight you can assign to a page is -50 (so it will appear at the top of the menu) and the heaviest page is (+50) which would appear at the bottom of the menu.
Click the Save button at the bottom of the page.
Your completed sidebar menu addition will look something like the image below.
Note: Menu links will not appear on the sidebar if the content is 'unpublished'.