To customize your mobile sidebar, you'll have to use the web/desktop app and head over to ☰ → Strategies → Mobile Sidebar. Once there, you can use the "Copy from Sidebar" option to make your mobile sidebar identical to the sidebar on web/desktop, if possible. Since not all features that are available on the web/desktop are available on mobile, certain items might be skipped.
Additionally, you can manually add new items by clicking on the "Add new item" button.
You can also change the sidebar color from here, but keep in mind that you can also do this directly in the mobile app.