Sidebars appear to the right or left of the content when they fit, or collapse into a content header or footer on narrow screens.
Sidebars can be implemented as a region in the page template, configured in the block layout.
Sidebars could also be implemented in a layout or another component.
A convention that could be used is using the left sidebar for global blocks, and the right sidebar for content specific blocks.
Here is MDN, a good example.
And vite
Here is the tab order for MDN.
Notice that it goes from the header and menu to the content header, right sidebar, content, then left sidebar.
Tab order for drupal.org project.
Here is the reddit layout, with a fixed width sidebar that can be collapsed to the side at full width, and completely hidden and toggled with a header button on mobile.
Tab navigation is quite bad on the side, with the nav button not appearing on desktop, and the search bar trapping focus.
The new navigation module already works like this!
Consider the admin UX who will see the navigation menu, plus the site sidebar.