Which URL are you using to navigate to your project? If the URL has /#c=2 or /page-name.html at the end of it, the HTML sidebar won't load. Instead, try removing everything after the .com and see if that does the trick.
If the project still loads without the sidebar, it sounds like you may have a default page set up for the project (doing this removes the sidebar). To check for this, log in to share.axure.com and navigate to the project's "Pretty URLs" page:
If a page is listed there, click "Clear" to remove it. This will allow the project to load with the sidebar.
I hope this helps!