hoe to get Sections in navigation bar and course

I saw in a couple ofdemos by Tom Kulhman and Trina Rimmer

that they had sections in their sidebars. how do you do that?

I need to have it for a course that has 5 sections in it called Academic Integrity and just creating the first section now called Introduction then another section called Cultural Integrity etc. Within these sections will be content or lessons I will build from blocks

 

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