After effects Error: adding color to side of 3D circle

You must have at least one of the contents/objects selected to add anything to a shape layer with the add menu. 

1. Press the u key twice to show all modified properties of the shape layer
2. Select the shape (your ellipse) you want to add something to
3. Choose the Add menu and choose the effect you want (Edge Color)
4. Make sure the Shape layer is extruded (C4D or Advanced 3D rendering only for Edge Color)

If you have multiple shapes in a group, you can select the Group and add the Shape Layer effect you want. It's all a matter of rendering order. Nothing will happen if you add an edge color above an empty group or empty Shape Layer/Contents/Shape. To do anything, it must be in the same content folder below a path or parametric shape.

Follow the instruction, add empty group than add side color,