Multiple links? Open in sidebars?

I don’t know if this is a hack or what.
I sometimes use multiple links, if you click on it it opens one file in one place, another file in another place simultaneously. Like in a frame or iframe.

Seems like this would work out of a html menu in the text widget, for instance.

But can you cause a new menu to open in the sidebar at the same time a new page or post is shown in the main content area?
Thanks