Hi!
You can add the Child Page Site Map Module to your page by clicking "Edit This Page" in the admin toolbar, then selecting the feature from the dropdown list. If you want your whole site menu to move and show as a side-menu on every page, you'll need to change where it shows up in your layout.Master file in your skin - as a rule whether something is a top menu or a side menu is determined by your CSS and any JS interacting with the menu.
If changes to your layout.Master aren't making a difference you might have the wrong skin selected in site settings.