register_nav_menus allows you to create a new menu.
In your functions.php you can add this code to create a new menu. Then in your template file we can call the menu. You will most likely need to mess with the css to style the menu and make it look pretty.
function our_multipe_menu_setup(){
register_nav_menus( array( 'our_left_side_menu' => 'Left Side Menu' , 'our_second_menu' => 'Our Second Menu' ) );
}
add_action( 'after_theme_setup', 'our_multiple_menu_setup' );
Then in the admin area you should now see a menu under apperance > menu that is called Left Side Menu.
In your template files, as index.php, page.php or any other template file, you can display the menu with this:
wp_nav_menu( array('menu' => 'left_side_menu' ) );
There are ways to customize how the menu is displayed but this is the most default and simple way to get the menu.
Wrap it in a html element and style the HTML with CSS in your style.css file.
I suggest using Firefox and Firebug to inspect your website, helps a lot with styling.
Getting the menu to be on the left side of the page is going to be the HTML and CSS part of the gig.
!Edit:!
The first solution I had provided was to create several menus. To create a single menu, this should work:
function our_single_menu_setup(){
register_nav_menu( 'left_side_menu', 'Left Side Menu' );
}
add_action( 'after_theme_setup', 'our_single_menu_setup' );