Starting with the last one Angli, "Sidewalk", is american english, and it means "the part of the street used by pedestrians (Rather than cars, etc.) It is correct enough, but specifies that the crowd is on the pavement (As we say in British English) and not on the road itself
"By the street" means "in the vicinity of the street" (Could be in an alley, or maybe a carpark for example)
"On the street" sounds most correct.
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