Zettlr is heavily based upon the notion of context. Depending on different contexts, you likely wish different information available. For instance, you may want to always see the bibliography of your current file, or the non-Markdown files of the currently selected directory. A lot of what you see and what you do not see around the application is based upon this notion of context.
There are two important contexts that you might want to keep in mind while working with Zettlr: The active file that the editor shows you is the file-based context. A lot of information with regard to file contents (such as the word counter, or the list of references in the sidebar) will update itself to reflect the context of the current file.
The second context is the current directory. Whichever directory you have selected determines a lot of functionality: The global search by default searches this directory, and if you create new files using the shortcut rather than the context menu, the application will assume as the target directory the currently selected one.