So ...

If you want to showcase your most commented posts in the Wordpress sidebar, you need to go to Appearance => Widgets. Simply drag the "WordPress Popular Posts" widget into your sidebar widget area, and configure it according to your needs. The widget comes with many configuration options and each one is pretty straightforward. The only important thing here: in order to display your most commented posts, you'll have to select "Comments" from the "Sort posts by" drop-down list:

And that's all ... Here's the live result in my case:

Finally, let's see the shortcode option ...