As I see it they are directly calling templates within the template. Let me give example in forum_list which is the forum index has:
<xen:include template="sidebar_online_users" />
so you can do a similar thing directly to the template you want to show there
<xen:include template="sidebar_YOURS" />
which does work I have tested it but no template type hooks like vB if that is what your looking for.
So basically create a template with your data then add the line of code in the template forum_list for what you want. Presume your just looking for a quick thing and not a mod type deal to add it.