You can Vulcanise
a punctured sidewall, this is a special heat treated 2 stage repair and deemed to be safe, although im not sure i would have one on my car....
If you try a normal puncture repair on a sidewall (Or near a sidewall) the patch will come off as soon as you corner as the sidewall flexes under cornering
First things first, check to see where the leak is coming from. Remove the wheel, see if you can see any nails, screws etc in there, failing that cover the valve with spit and see if it bubbles, failing that lie the wheel down, get a cup of water and pour the water around the bead (Where the tyre meets the wheel) and allow the water to run all the way around, check for bubbles, if there isnt any then turn the wheel over and do the same on the other side.
If there is nothing there then get it checked out at a tyre house.