Cacher is the code snippet organizer for pro developers

You firstly need to create a helper file, for example:

administrator/components/com_helloworld/helpers/helloworld.php
and in this file, add the following:

class HelloWorldHelper extends JHelperContent
{
    public static function addSubmenu($vName)
    {
        JHtmlSidebar::addEntry(
            'test',
            'index.php?option=com_hellowworld&view=VIEWNAME',
            $vName == 'banners'
        );
    }
}

Change VIEWNAME and the value for $vName to the view for your component that you wish to add the sidebar to.

Then, in your view.html.php file, call it using the following:

HelloWorldHelper::addSubmenu('VIEWNAME');
and of course, the following is required to render the sidebar which you can put below the code above:

$this->sidebar = JHtmlSidebar::render();
If you have a look at the Banners component that comes packaged with Joomla, it will provide a good example.

Update:

If forgot to mention, inside your addToolbar() function in the view.html.php file, you will need to call the helper file like so:

require_once JPATH_COMPONENT . '/helpers/hellowworld.php';
Update 2:

Sorry, I'm not on the ball today. You will need to add the following to your default.php in views/VIEWNAME/tmpl:

<div id="j-sidebar-container" class="span2">
    <?php echo $this->sidebar; ?>
</div>
<div id="j-main-container" class="span10">
     // Main part of the component view
</div>