Hello,
You can add filters in the sidebar by navigating to:
Appearance > Widgets > Shop Page Widget Area Sidebar (or the specific sidebar used for your shop page). Simply add the necessary widgets such as the Price Filter, Attribute Filter, etc.
For detailed guidance, please refer to this manual:
https://xtemos.com/docs-topic/widgets-and-sidebars/
If your filters are currently appearing only in the top filter area and you want them to be displayed in the sidebar (like the reference website you shared), follow these steps:
Navigate to Theme Settings > Product Archive > Shop Filters.
Disable the option “Shop Filters” to remove filters from the top.
Best Regards