The sidebar is the column with navigation links, by default on the left, but in RTL languages on the right.
If you are a sysop, you can modify the sidebar by editing MediaWiki:Sidebar on your wiki.
A sidebar can also be a template that appears (usually) on the right side of the screen; see for instance this template.
If the sidebar on your wiki disappears, it can sometimes be due to $wgScriptPath being improperly set.
- Category:Menu extensions – extensions for the sidebar