Intern page Menu / Link

Hi everyone,
I need to include 2 or 3 links (maybe a menu) in every page of my website that can send you to some specific posts that are in a specific category.

Its an art gallery web site. Every artist has a page so I need to include in their page a link to the exhibitions(category) that they did in the art gallery.

I dont understand how it could works.
Here an example: http://www.massimodecarlo.it/artists/view/130?lang=eng
check the menu on the left, that is intern to the artist page.

Thanks
Hope you gonna understand.