The rules say if I fail to breakaway u can’t do anything that turn even FREEstuff so what happens if I fail to breakaway on a sidestep. Does that characters go stop?

Comprehasive Rulebook (p. 22)
"If a character failed to break away, that move immediately resolves. For the rest of that action or triggered effect, that character can’t move, make an attack, or be given FREE actions. The most common example is a power like Charge, where after the character
fails to break away they may not attack."

You can do anything for the rest of the action.
If you use Sidestep and fail to break away, your action stops (mean you can move).
You can then make another action Free or Non-Free.
THe rule is there for powers that give FREE action (like HSS, RS or Charge).