Create a new page and give it any name you wish
In the Page Attributes box, leave the Parent field blank (no parent) and Template to Side Navigation
Insert any type of content into the Visual or HTML editor, use short codes in the Visual editor
To add more side navigation menu items, create another new page, and select your newly made Parent page as the Parent, and set the Template to Side Navigation
To create a second level, select an already created Side Navigation page for the Parent, and set Side Navigation for the Template field in the Page Attributes Box. The Parent Tempalte you select has to be a page that already has the Side Navigation set for both the Parent and Template.
Side navigation will show on the right side of the page by default. To change it, select Left from the Sidebar Position dropdown field in the page options. You can change it globally in theme options
Menu order is set alphabetically, change it by inserting a new order for each page in the Order field
Once you are done, be sure to Publish each of the pages