If you want to change the color of the sidebar, you will also have to change the theme that is used in the mobile app. Other than changing the color of the sidebar, changing the theme will result in buttons in the main view being displayed in a different color as shown in the following picture.
To change the theme, you should open the Sidebar, then navigate to "Account/Settings" and from there to go "Settings". Once there, the first option will be "Theme".
After you pick the theme, you can further customize the color of the sidebar by going to the "Sidebar style" option in the Settings. There you can choose between the "Theme color", "Dark" (as shown in the previous screenshot), and the "Light" option.
If you choose the "Light" theme, there is one additional setting that will become available. Under "Sidebar style" option, new option called "Uniform sidebar icons" will show up, giving you the option to choose whether you want icons in the sidebar to be of the same color, dark grey, or have the color you manually chose in the "Mobile Sidebar" strategy in the web/desktop app.