About Our Church
There's a special page in every group called "SideBar", which holds the mark-up for the sidebar for that group. Main.Side Bar is special -- it acts as the default sidebar if there is none defined for a group (i.e. it's the default sidebar).
In general, it's probably a good idea to include the Main.Side Bar as part of each of the other sidebars. To do this simply put the following mark-up at the end of the sidebar page:
The Meta.Side Bar is an example of this.
You you note that a bunch of these don't actually have any content (they are page creation links). I'm guessing it's best to leave them that way until there's a demand to add stuff to the sidebar. So, the links are here for reference if you need to get to them, but it doesn't mean there needs to be a distinct sidebar for each group.