How to install a mailbox post to sidewalk?

The city is probably going to get cheezed off if you punch a big hole in their side walk to cement a pole in. But there are a number of fasteners that you can use to attach a pipe flange to concrete, and these only require tiny holes.
You can use Tapcons which are special hardened screws, or there are several different types of expansion anchors.
These are metallic fasteners that have a bolt or pin that when driven in, cause the metal to expand and grip the cement. They require a slightly larger hole, but not enough to get you arrested.
Run down to your local hardware store. You'll need a 3 1/2 foot piece of pipe at least 1" in diameter and 2 pipe flanges. Next get 4 fasteners that will fit thru the holes in the flange. Tapcons are great because they're quick, but you may have to buy a whole box. There are "Tamp-ins" and "expansion anchors" that will have a bolts that will hold the flange to the side walk. These are available individually or in small packages.
Be sure that the bolts will fit thru the holes in the flange and remember to pick up a masonry drill bit in the proper size for the fasteners.
Next you'll need to borrow or rent a "hammer drill". This is a special drill used to bore holes in concrete, a regular drill won't cut it. Take a pencil and trace out the spots for the holes in the sidewalk and have at it. it's a lot simpler then it looks and the fasteners easy to replace when the snow plow or that moron next door takes the mailbox down.