Terminology is important here. You mentioned the terms "side-step" and "swingover" which can mean different things.
A side-step is a
specific maneuver authorized only if two parallel runways are spaced 1,200 feet or less, and a straight-in landing can be made to the other runway.
For example at
KAPA ILS or LOC RWY 35R, as charted there is an authorized side-step maneuver from 35R to 35L.
A couple scenarios:
1) For this airport ATC can authorize a side-step as published: "
Cleared Runway 35R approach, side-step to Runway 35L". In this case you are flying the
Runway 35R instrument approach and on a miss you would fly the missed approach procedure for Runway 35R (the original runway).
2) Suppose it's clear skies and on long final ATC asks if you can swing / accept a
visual approach to 35L. If you accept, the ATC phraseology will be "
Cleared Visual Approach Runway 35L" (note difference from above) and you are no longer on an instrument approach. On a visual approach,
there is no missed approach segment. If you miss then you have to remain VFR (clear of clouds) and contact ATC for further directions.