Items in the sidebar can be added via the Site Map. Switch to the Advanced tab for better viewing.
The entries in large, bold text are those that will appear in the Menu on the home page. The indented entries are the children of the ones above.
These child entries will appear as sub-menus on the home page, but also will be listed in the sidebar.
Use the "Add Link" button to create a new entry in the Site Map, or the cross icon button next to the entry to drag/drop to the desire location.