As we all know, setup area contains all links in sidebar and shows relevant content in right side when we click on a link in left side. I want to add my link to left sidebar. Can I do that? Any thoughts?
There isn't a way to add a menu item to the setup menu.
However you can activate the setup menu so that when someone navigates to the VF page, the user appears to be working in the setup menu:
Using this, you remove the standard SFDC sidebar from the VF page.