Under Customize > Left menu panel you can customize the left menu panel.
Here you can enable or disable showing the left menu panel. Besides, you can set up that this panel will be shown only for logged users.

Here you can change the icon for the menu open button. After clicking to the 'Change icon' button, you'll be able to choose the necessary icon or upload your own icons.
Here you can set up the necessary background color for the left menu panel.
This option allows you to keep the left menu panel always open. It will look like this:

In order to display aside panel, you need to add the desired menu in Menu settings for the 'Left Menu Panel' menu location. You can do it in two ways.
The first way is via the admin panel under Appearance > Menus. You simply need to create a new menu or use any of the existing and attach it to the 'Left Menu Panel' section in 'Menu Settings':
If you want to add submenu items, simply drag the necessary menu item right-hand side:
Then the Left menu will look like the following:

The same menu you can also create via Customize > Menus. As well as in a previous way, you need to attach any menu to the 'Fixed left menu' section in 'Menu Locations':