Sideloading is getting an ebook into your e-reading device (or app) when you haven't bought it from that reader's own maker/sponsor (like Amazon for the Kindle family, Barnes & Noble for the Nook readers or Kobo for the Kobo readers).
Most big e-reader sponsors have automatic or semi-automatic ways to load the ebooks you buy from them to their own readers. You buy them and minutes later they magically turn up in your device.
But that's not how it goes when you buy an ebook from an independent provider like us (and thank you for doing that, if you have!) or from a company like Smashwords, or acquire a free ebook from an online source like Project Gutenberg. When that happens, you have to load the book to your device yourself: not uploading, or downloading, but sideloading.
Sideloading usually involves four steps: