From your Admin dashboard, click the Appearance tab from the left-hand menu and select Widgets from the drop-down list.
Here you will find, on the right side of the page, a list of possible content locations (sidebars, footers etc) provided by the theme you are working in. On the left side of the page is a list of widgets that perform different content functions, such as search, rss feed, calendar or arbitrary text/ html. Simply drag the widget you need into the area you would like it to appear.
Different themes provide different options for the number and location of sidebars and footers. If you need more options than are displayed on your widgets page, try using a different theme. If you need different widgets, look for a plugin that will provide the desired functionality.