Creating an exclusive left navigation panel

Create a rectangle using rectangular shape tool.

Double click the layer to open layer style window. Apply settings as shown.

Create a shape as shown using pen tool.

Double click the layer to open layer style window. Apply settings as shown.

Duplicate the layer and place it on the bottom. Duplicate the layer. Press Ctrl+T. Right click and select Flip Vertical and place as shown below.
Create two hexagon shapes using polygon shape tool. Apply same layer style and change the color.
Create a rectangle using rectangular shape tool. Move this layer right above the rectangle layer in layer order in layer palette. Press Ctrl+Alt+G to create a clipping mask.

Double click the layer to open layer style window. Apply settings as shown.

Duplicate the layer several times and place it as shown.
Create a vertical rectangle using rectangular shape tool. Apply same layer style.
Create two ellipses using elliptical shape tool. Place it on the corners of the rectangle.
Similarly create more rectangle and ellipses.
Type link names over the rectangles.