To add links to a WordPress sidebar blogroll, first create links by going to the Links tab and clicking Add New. Provide a name, URL, description, and category for the new link. Select _blank if opening in a new window. Then place the Links widget in the sidebar by searching for it under Appearance > Widgets. Open the widget, select the category, and click Save to display the links. Link categories can also be edited or created under Links to customize the titles of the link widgets.