How can I create a side navigation

See the screenshot. I am trying to create a members area that has a side navigation like the one in the screenshot. I'm not sure if there is a theme out there that has something like this or if its something I can style myself in my current theme which is divi theme located at seoinerg.com

The main components of that navigation I am looking to use is.. navigation to left or right, highlighted background that indicates to the user where they are on the navigation.

any help would be great I've been banging my head on table on this one for a while