He means read the section, "Creating an advanced theme for Question2Answer" on this page:
http://www.question2answer.org/advanced.php
The simplest method is to duplicate the "Default" theme folder, then edit "qa-theme.php" inside that folder. Then look in qa-includes/qa-theme-base.php for the sidebar function - it will start with:
function sidebar()
Copy that and the lines from { to } (10 lines in total).
Paste it into qa-theme.php in your new theme folder. Then change the function how you like.