You have 3 widget areas for the sidebar: Page Sidebar Widget Area, News Sidebar Widget Area and Portfolio Sidebar Widget Area. Add widgets by go to the Appearance > Widgets menu and drag the chosen widget to one of the sidebar widget areas.
If you want to make the sidebar visible on a certain page, you need to choose Page – Sidebar template for it.
Post & portfolio sidebar:
In posts you can activate it by navigating to Appearance > Customize > News > Container and portfolios by navigating to Appearance > Customize > Portfolio > Container and select Sidebar.