There's a built-in blogroll in b2e called a Linkblog. It's a separate blog in the back office where you can enter links and urls and they will show up on your main blog's sidebar.

Take another look and if you need more direction let us know.

Yes, I want a blogroll in the sidebar not a linkblog..
Should I edit the template file ?

You could edit your skin's _main.php file and remove the linkblog code:

<?php // ---------------- LINKBLOG INCLUDED HERE -------------
require( dirname(__FILE__).'/_linkblog.php' ); // The linkblog
// --------------- END OF LINKBLOG -------------------- ?>

And insert the blogroll code there instead (or wherever you want it).