The sidenav appears on the left side of interior pages. It is a map of the pages contained within that section/folder. If you have multiple layers of menus, you have multiple sidenavs and .ounav files (see below).
The sidenav listing is customizable in the _nav.ounav file found in every folder in the CMS. It dictates what menu appears on every page within that folder.
Click to open it as you would any other page.