Firstly, you should absolutely not modify core files. Ever. Any changes you make to core files can and will be overwritten any time WordPress updates. There are umpteen ways in which WP has been written to allow you to change its behaviour without hacking on core files: hooks, filters, APIs. Use those instead.
In this case you should be writing a plugin, because you’re changing functionality. That’s in a plugin’s wheelhouse, a theme should only be concerned with displaying the frontend of the site.
You can add to the sidebar with add_menu_page() and add_submenu_page(), both of which are well documented in the developer docs I linked.
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