Not possible two tabs open at the same time in the same window. Yes, you can have two Firefox windows open side-by-side or top+bottom.

• Fox Splitter: https://addons.mozilla.org/firefox/addon/fox-splitter/
• Split Pannel: https://addons.mozilla.org/firefox/addon/split-pannel

Fantastic addon to achieve this is Tile Tabs, does just what you are looking for

https://addons.mozilla.org/en-US/firefox/addon/tile-tabs/

You CAN ! and it's firefox native. Go to the tab you want to open, mark it with the star on your link bar. Press CTRL + B, find your link, right click, propreties > Load this tab on a splitted screen (or something like this, don't have it in english), and click on it. You're done.

Note that you can only open the sidebar to a specific max width and that you may not always have scroll bars.
You also can't refresh web pages opened in the sidebar, but will have to load this bookmark once again. Without using an extension usually it is best to open such pages in their own window (it necessary then tear off the tab) and resize each window to make them fit on the screen.

Whenever i choose a bookmark the window opens next to the current window. How do I stop the side by side windows from happening?

Opening in the sidebar is the default for bookmarks that are created via a link or button on a website.
You can check the Properties of a bookmark via the right-click context menu in the sidebar (Ctrl+B; Command+B on Mac).
In the Bookmarks Manager (Bookmarks > Show All Bookmarks) you can click the More button in the Details pane at the bottom right.
Make sure that "Load this bookmark in the sidebar" is not selected.

I want to know how to STOP the side by side pages when I go to another URL. I DON'T WANT SIDE BY SIDE PAGES. As an example, when I'm on Yahoo.com and select the Ebay bookmark, Ebay opens in a page next to Yahoo's left.

As posted above, bookmarks open in the sidebar if there is a tick in the box to do this.
You will have to check all bookmarks that open in the sidebar and remove the tick to make them open in the main browsing area and not in the sidebar.