You don't need a ToC like that. All you need is an NCX ToC which can easily be created in Sigil.
In ePub, the list of links (called a ToC) is messy. It looks messy and it rather useless as there is no easy way to get back there unless you know the page number. With an NCX based ToC, you have an easy way to get to it. It looks better and is the correct way to do a ToC in an ePub eBook.