What exactly does it mean to be designing within a grid?

I'm new to Sketch (app) and am looking to learn how to use the application. Currently, I'm designing a web application however I'm struggling to understand how one designs within the grid. For example, if in my application, I'd like to have a menu on the left-hand side and that appears outside of the grid suggested in Sketch, what does that mean?I've added an image if my question doesn't make sense, I'm struggling to articulate this well. Thank you!