Problems with my sidebar

Hi:
Pls check out https://blogs.timesunion.com/wartime/

Two areas of our sidebar are giving me a headache.
The ‘Pages’ word isn’t picking up the style call, so it’s displaying neither bold nor uppercase.

Second problem is the extra space between Pages and the pages, and Links and the links.
I’ve tried to tweak my styles to remove added margin and padding.
And there are calls in sidebar that I don’t know where to find, such as
<?php wp_list_cats(); ?>
or
<?php wp_list_pages(); ?>
and finally, <?php get_links_list(); ?>
Are those php things editable? If so, where are they?
Probably a simple fix, but I’m still new at this.
Thanks.