Separate Pages

I am new and ignorant. I want to do three things: move links from sidebar to a separate page accessed by clicking “Links” on header navbar; separate categories in sidebar so that categories and subcategories are under separate headings; and, since I am creating more of a magazine than a blog, I would like to create a contents page that links to the stories (this may be accomplished by manipulating Archives in some way.)

Any ideas on any of these questions? Sorry for the dump but I am under a time crunch. Thanks.