How can I use Jenkins Sidebar Link Plugin in pipeline step?

Another available option is to use the classLoader to load the plugin and add a new link as an Action to the build or project level.
In your shared library file you can have something like this:

def addSideBarLink(String url, String displayName, String relativeIconPath, Boolean linkToBuild = true) {
   assert url : "The URL parameter cannot be empty"
   assert displayName : "The Display Name parameter cannot be empty"

   def linkActionClass = this.class.classLoader.loadClass("hudson.plugins.sidebar_link.LinkAction")
   def run = linkToBuild ? currentBuild.rawBuild : currentBuild.rawBuild.getParent()
   def action = linkActionClass.newInstance(url, displayName, relativeIconPath)
   println "Adding sidebar link to '${url}' at the ${linkToBuild ? 'build' : 'job'} level"
   run.getActions().add(action)
}

Than call it from a scripted pipeline or a script block in a declarative pipeline as follows:

pipeline {
    agent any

    stages {
        stage('Hello') {
            steps {
                script {
                    // assuming functions resides inside utils.groovy
                    utils.addSideBarLink(...)
                }
            }
        }
    }
}

To find out how to do something in Declarative Pipeline, you can use the Directive Generator at http://JENKINS_URL/directive-generator/. This provides a user interface similar to the Job Configuration. However upon selecting "options" -> "Add" -> "sidebarLinks" -> fill in fields -> "Generate", nothing will be generated due to an internal server error.

The following Declarative Pipeline syntax works for a single job:

pipeline {
    agent any
    
    options {
        sidebarLinks([
            [displayName: 'Side Bar Example', iconFileName: '', urlName: 'http://example.com']
        ])
    }

    stages {
        stage('Hello') {
            steps {
                echo 'Hello World'
            }
        }
    }
}

However, you mentioned that you want to reuse these links in different jobs through use of a Shared Pipeline Library. Unfortunately, Shared Pipeline Libraries can not modify the options section of a Declarative Pipeline, with the exception of generating your entire pipeline { } in a single def call().

Fortunately, Scripted Pipeline can override that part of a configuration. Using the Snippet Generator at http://JENKINS_URL/pipeline-syntax/, you can generate the following bit of code that you can put in a Shared Pipeline Library, e.g. in var/mySidebar.groovy:

def call() {
    properties([
        sidebarLinks([[
            displayName: 'My fancy sidebar url', iconFileName: '', urlName: 'https://example.com'
        ]])
    ])
}

You can then use that in either a scripted pipeline:

library('my-sidebar')

mySidebar()

node() {
    stage('Hello') {
        sh 'echo "Hello World!"'
    }
}

Or a script block of a Declarative Pipeline:

library('my-sidebar')

script {
    mySidebarScripted()
}

pipeline {
    agent any
    
    stages {
        stage('Hello') {
            steps {
                echo 'Hello World'
            }
        }
    }
}

Have you wrap it in properties ?

job("Sidebar Link Job 2") {
    description()
    keepDependencies(false)
    disabled(false)
    concurrentBuild(false)
    properties {
        sidebarLinks {
            link('https://google.com/', 'Google', 'userContent/favicon.ico')
        }
    }
}

For references you can look at this https://jenkinsci.github.io/job-dsl-plugin/#path/freeStyleJob-properties-sidebarLinks

I've tried it myself and it is successfully generated the sidebarlinks

see google link in my sidebar