I see NERDTree on your GVIM screenshot, yet no equivalent in Emacs. I don't know about you, but I missed NERDTree very much, so I looked at speedbar in Emacs. Unfortunately, out of the box it displays as another WM-level window (frame in Emacs parlance), but I managed to beat it into shape with: http://www.emacswiki.org/emacs/SrSpeedbar

Speedbar is good, because not only looks like NERDTree, it also displays summary of file contents (for programming: functions, classes, imports, etc.) if you want.