Hi Saif,
Thank you for reaching out to us. One way to to do it is with Icon stack which has an independent sidebar (see demo here http://demo.theme.co/icon-1/blog/) another way is using a third party plugin, I found this plugin personally very helpful to add sticky sidebar:
You will just need to add a class to the column that you use as a sidebar and add that class name in the options of the plugin which can be accessed from Settings > Sticky Menu (or Anything).
Please note that we cannot provide support for third party plugins or scripts as our support policy in the sidebar states due to the fact that there is simply no way to account for all of the potential variables at play when using another developer’s plugin or script. Because of this, any questions you have regarding setup, integration, or troubleshooting any piece of functionality that is not native to X will need to be directed to the original developer.
Thank you for your understanding.