Sublime Text 2 - Show file navigation in sidebar
Use Ctrl+0 to change focus to the sidebar.
You have to add a folder to the Sublime Text window in order to navigate via the sidebar. Go to File -> Open Folder...
and select the highest directory you want to be able to navigate.
Also, 'View -> Sidebar -> Show Sidebar' if it still doesn't show. In the new version, there is only an 'open' menu and no separate option for opening a folder.
You may drag'n'drop your folder to Side bar. To enable Side bar you should do View -> Side bar -> show opened files. You'll got opened files (tabs) tree and folder structure at Side bar.