Depending on whether you're in certain tests or not, you may not have a left sidebar on the front page anymore. On my phone, the Etsy front page is my activity feed and, on my laptop, I have the activity feed and some of the things that used to be on the left sidebar are now on the right side. Etsy isn't one size fits all anymore, or at least not right now.
You can get to Local Markets by clicking on a Local Market link on someone else's shop and then there is a link at the top of the next page where you can add your own Local Market. I usually just Google for "Etsy local markets."