Side-chaining is usually a multi-track mixing process.. Sound Forge is multi-channel editor,
FWIW, Magix's sister product Vegas Pro, which has a substantial DAW build in, does not natively support side-chaining either, but there are some work-a-rounds with scripting and such. I have also encountered a few FX plug-ins, like db audioware's comp/limiter, that has internal routing options. I do not think any of the above would work in SF (aside from an internal frequency dependent side-chain)..

In any case, welcome to the Magix Sound Forge users community @ARG.