How can I display a menu on certain pages only?

That’s a nice option, but I agree with sri, right now it really depends on your theme.
You can do a work-around through is_page(). You need to write something like this on your page.php theme file:

<?php
    if (is_page('projects')) {
        if ( is_active_sidebar( 'sidebar-navigation' )) {
            dynamic_sidebar( 'sidebar-navigation' );
        }
    }
?>

If you want to show the sidebar on other pages as well, you can use logic or like this:

if (is_page('projects') || is_page('home') || is_page('post-page'))