Step 1

Add HTML module to a pane (Example: TopLeftSidebar). Switch to HTML tab & copy the below shortcode:

<aside class="sidebar" id="sidebar" data-plugin-sticky="sticky" data-plugin-options="{'minWidth': 991, 'containerSelector': '.container', 'padding': {'top': 110}}">
    <ul class="nav nav-list mb-xl show-bg-active">
        <li class="active"><a href="#first">First</a></li>
        <li>
            <a href="#second">Second</a>
            <ul>
                <li><a href="#sub-second-1">Sub Second 1</a></li>
                <li><a href="#sub-second-2">Sub Second 2</a></li>
            </ul>
        </li>
        <li><a href="#third">Third</a></li>
    </ul>
</aside> 

Step 2

Add HTML module to a pane (Example: TopLeftSidebarOuter). Switch to HTML tab & copy the below shortcode:

<h2 id="first">First</h2>

Here first id in anchor tag matches with menu item href in step 1.