"my understanding is that I can only upload something to my blog from another blog": that's exactly what you can't do (unless you copy that something to your computer first). Uploading means sending a copy of a file from your computer to be hosted somewhere online.
To upload files to your blog you can go to Media > Add New. After uploading each doc, copy the File URL that will show up and save it in a simple text file.
Then, one way to create links to the uploaded files is:
1) Go to Links > Add New, paste a File URL in the Web Address Field, fill in the Name field (this should be the text you want in the sidebar, add a category (this should be the title of that section of your sidebar), click Add Link; repeat for the rest of the docs, selecting the same category.
2) Go to Appearance > Widgets and drag the Links widget to Sidebar.
BTW, that is Parker Posey.