I want to create a menu next to the content that takes me to several pages like

Hi Jesus,

Try enabling the Sidebar through Appearance > Customize > Layout > Sidebars. Reference: https://docs.generatepress.com/article/sidebar-layout-overview/

Then add GB Headline Blocks for the different links. Reference: https://docs.generateblocks.com/article/headline-overview/

You can also add a WP Navigation Block if you want but you would need custom CSS to alter the way this looks: https://make.wordpress.org/core/2022/01/07/the-new-navigation-block/