First, if you haven’t already done so, you will need to install a plugin called “Widget CSS Classes”.
One you have that installed and activated, you will go to your Widgets setup, by selecting Appearance>Widgets from your WordPress admin menu.
From there, you can drag the “Pages” widget out of the list of available widgets into whatever widget position you like. In the demo example, it would be on either the Blog Right or Page Right Sidebar position.
Once that Pages widget is in the position you want, you will be able to give it a title (which will show up at the top of your menu list), tell it which pages you might want to exclude, etc.
At the bottom of the widget configuration, there is a field called “CSS Class”. This is where your “Widget CSS Classes” widget comes into play. You would type “listlines” into that field, to assign the widget a “listlines” class. That will make your menu match what you see on the demo.
Thanks Terry… almost got it, except that menu on the demo page Romin posted a link to is actually a custom menu using the Custom Menu widget. Although I suppose you could use the Pages widget if all the links will just be pages only (and no sub pages or sub menus….I hate that look when a sidebar has indented sub items, haha). But for the styling setup and the other things, are on the mark.
For the widget itself, yes, using the widget styles ( Demo of Styles ) as Terry pointed out about it. However, for the actual “list” itself, there are only two styles unless you made more. The first it the default list style with the bullet points (dots), or the listlines which give you the separated items with the borders (lines).