It looks like your theme has a section for navigation (I’m assuming that’s what the section in the upper right of the sidebar labeled “Menu” is for ?)…but there is either no code there to list the pages, or you have not yet created any pages (using the admin panel Write>Page)
So first try creating a page or two (About, Contact, etc) using Write >Page and see if they pop into that Menu section. If not the code is missing but you can put it there by either editing your sidebar.php file to add it, or just using a widget (from the Admin panel Design>Widgets )
If you aren’t able to use a Widget, which is the easiest, then go to that section in your sidebar right below that heading (Menu) and add this:
<?php wp_list_pages('title_li='); ?>
depending on your theme’s style you may need to wrap it in a ul tag
If that doesn’t do exactly what you want post again with more clarity so we can help