How do you make a floating sidebar like envato?

I really like the floating panel on the left side of the following site:

I have no idea what its called, but I like how when you click on the search button, it expands to a search page, you click on another icon, and it expands with what appears like its own page.

How do I accomplish this? Is there some tutorial out there using html5, JavaScript or jQuery?

NOTE: All the answers so far only cover the floating bar, but not the clicking on a link on that floating bar to show a window expanded to the right.

What floating panel? Do you mean this? That doesn’t seem to open any subsequent panels?