How can I add projects to the sidebar?

First go to the sidebar strategy settings (accessible in strategies or by hovering over the top of the sidebar with your mouse):

Then click at the bottom to add a new item and choose Category/Project as the item type:
​

then click Choose Category and click the chevrons on the left to find the project you want to show.
​

You can also just start typing to search for the project you're looking for!  This works for most dropdowns in Marvin: