Twenty Twenty-Five does not use classic sidebars in the old theme sense, so the easiest approach is usually to edit the template and add a column or group next to the post content.
A simple way to do it is:
- Go to Appearance > Editor
- Open the Single Posts template
- Change the content area into a Columns layout
- Put the post content in one column
- Put a Navigation block, Paragraph block, or List block with your page links in the second column
That gives you a sidebar-style layout for posts without needing a traditional widget sidebar.