Hard to explain. I’m overthinking an answer but this is best explained with a picture or in person.
The most crude explanation is, sidewall is the rubber part on your tires that do not touch the road surface. More specifically, it is the distance of rubber between the thread on your tire and bead.
Of course you probably don’t know what the thread is, and what the bead is.
Thread is basically every part of your wheel that touches the road.
Bead is the diameter on your wheel where the rim meets the tire. So without a picture (I’m too lazy) Sidewall is a rubber wall between the road and your rim.