First, an IMPORTANT NOTE:
You'll need to add a Sidebar while creating your project. You cannot add or remove the Sidebar once your project is created.
When first creating your project, after you've determined your Project Name, Participant Anonymity, and Page Format, you'll see a checkbox beside Include Sidebar in the right hand corner of the window. Check it!
Your Sidebar will appear in it's own column to the right of your Project or Topic Page.