Configuration File
Depending on the file that you have added to extra_module_url, you will need to add your configuration in YAML or JSON format. If you used custom-sidebar-yaml.js you need to provide the configuration in YAML format. If you have used custom-sidebar-json.js you need to provide the configuration in JSON format.
In principle, using a YAML or a JSON configuration is a matter of taste and preference. If you don't plan to use templates, there is no advantage of one over the other, but if you plan to use templates, specially complex ones, YAML is recommended because you can write code blocks in multiple lines. As JSON doesn't allow line breaks, you would need to write the complete template in a single line.
Add a file named sidebar-config.yaml or sidebar-config.json into your <config directory>/www/ directory. It is recommendable that you copy the example sidebar-config.yaml or the example sidebar-config.json file, delete the id parameter, and modify it to match your needs. It is recommended to start with the simplest configuration and start to extend it step by step, in that way if you suffer any issue, it is easy to identify with which code block it started.
If you want to check an extensive sidebar configuration which uses custom styles, variables and templates, check @Mariusthvdb's sidebar-config.yaml.