Your problem most likely should be the order as you are placing the scripts inside your document. In addition, Booststrap uses the newer version of jQuery and not this older version that you are using ... (although even with this version it will work)
Another note, if you use removeClass
you will make the menu appear, but then how will you remove the menu? I believe your intention is to show and hide the menu, so in this case it would be ideal to use toggleClass
See the example with your code, the only thing I did was put toggleClass in JS and use the correct order of document building.
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="utf-8" />
<title>Page Title</title>
<meta name="viewport" content="width=device-width, initial-scale=1">
<link rel="stylesheet" type="text/css" media="screen" href="https://maxcdn.bootstrapcdn.com/bootstrap/4.0.0/css/bootstrap.min.css" />
<link rel="stylesheet" href="https://use.fontawesome.com/releases/v5.3.1/css/all.css" integrity="sha384-mzrmE5qonljUremFsqc01SB46JvROS7bZs3IO2EmfFsd15uHvIt+Y8vEf7N7fWAU" crossorigin="anonymous">
<style>
</style>
</head>
<body>
<div class="sidebar-mobile d-block d-sm-none" id="sidebar-show">
<i class="fas fa-bars"></i>
</div>
<nav class="d-none d-sm-block" id="sidebar">
<div class="sidebar-header">
<img src="logo-white.png" alt="">
</div>
<ul class="list-unstyled components">
<li>
<a href="#pageSubmenu" data-toggle="collapse" aria-expanded="false"><i class="fas fa-chart-line mr-2"></i> Métricas</a>
<ul class="collapse list-unstyled" id="pageSubmenu">
<li><a href="#">1</a></li>
<li><a href="#">2</a></li>
<li><a href="#">3</a></li>
<li><a href="#">4</a></li>
</ul>
</li>
<li>
<a href="#"><i class="fas fa-cogs mr-2"></i>Configurações</a>
</li>
</ul>
</nav>
<script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.1/jquery.min.js"></script><scriptsrc="https://cdnjs.cloudflare.com/ajax/libs/popper.js/1.12.9/umd/popper.min.js"></script>
<script src="https://maxcdn.bootstrapcdn.com/bootstrap/4.0.0/js/bootstrap.min.js"></script><scriptsrc="https://maxcdn.bootstrapcdn.com/bootstrap/4.0.0-beta.3/js/bootstrap.bundle.min.js"></script>
<script>
$("#sidebar-show").click(function() {
$('#sidebar').toggleClass("d-none");
});
</script>
</body>
</html>