Welcome to the forum. It is probably hardcoded into a snippet if you cant see it anywhere in the panel. You need look in site/snippets/ and find the one responsible for that side bar. These are user created, and can have any name so I cant really tell you which one its in.
If its not in a snippet, then its probably in the templates, and you will need to look through the files in site/templates instead - sounds like this link is just in the home page so it is probably in home.php.
Let us know if you would like some help with wiring that into a feild you can see in the panel, without having to manually edit the code.
If you do not have a copy of the sites files on your computer, then you will need to get them from the server using SFTP (do not use plain FTP, it is not secure).
You will need to look at your hosting settings and get the SFTP connection details from them. Then you can use an program to download the sites files to your computer. If you do not have one, then I would recommend Cyberduck which is free https://cyberduck.io/
Once you have made the change, you can transfer the file back up to the server, again using Cyberduck.
You will need to edit the files with a plain text editor (do not use a program like Word or Pages). You can use something like Visual Studio Code to do this https://code.visualstudio.com/
It’s probably easier if you contact the developer who did the job to at least let you know where you can change this. Maybe it’s a bit hidden in the Panel after all, in a tab… Everything else is guesswork.