[SalesForce] How to navigate to VF page from a lightning component with javascript

With Winter '17, you'll be able to launch a Lightning Component from an Action: https://releasenotes.docs.salesforce.com/en-us/winter17/release-notes/rn_forcecom_general_lightning_comp_actions.htm

You can also check this great blog post from Andrew Fawcett: https://andyinthecloud.com/2016/08/21/winter17-using-a-lightning-component-from-an-action/

The one.app is the lightning app that has the sidebars and all the standard salesforce features.

When you create a custom app, you will notice your app has name like myApp.app. This app doesn't get any of the functionalities of the one.app. If you need a sidebar in this app, you would have to implement it yourself.

If you want to have the sidebar, may be you should navigate to a lightning component tab instead of a lightning app?

Of course this only works if the contents of your app can also be contained within a lightning component and added to a lightning component tab.

---EDIT--- Following this example, Here's how you would do it:

var urlEvent = $A.get("e.force:navigateToURL");
     urlEvent.setParams({
      "url": "https://lightningtest-dev-ed.lightning.force.com/one/one.app?source=aloha#eyJjb21wb25lbnREZWYiOiJvbmyI6ImxpZ2h0bmluZ2twcjpuZXN0ZWRDb21wb25lbnRzIn19LCJ0IjoxNDY3MzkwNDY0NzQwfQ%3D%3D"
    });
    urlEvent.fire();