To create a left navigation menu, or Site Navigation, this can be done from the homepage of the site you are on.
Click Toolbox from your site as shown on the left, and select Navigation | Menu as the option to continue.
After clicking Navigation Menu from the toolbox, you will see the icon:
Click this icon to add a new widget > select 'Menu' as the widget type.
You can now begin to build out your Site navigation menu, similar to the example here: