How to make a static sidebar that has links to scrolling content

On your Themes & Co website built with the Customizr theme, you have a static sidebar labeled “Table of Contents” that links to all your content buy scrolling down the page. How did you build this? My custom sidebar scrolls with the page and my links to content open new windows or pages instead of scrolling down. I want mine to work exactly like yours in my Customizr website. Thanks