There are two ways to create sides in Celtx. Let's take a look at how!
The Sides Wizard
First, is directly from your script. Here's a quick video giving you a rundown on how to do that.
The Reports Package
The second way is to generate them as part of your Reports Package. When you arrange your shooting schedule, and book it in the calendar, a reports package is generated for each of the shooting days. That package includes sides for the scenes that are scheduled for that day.