All of these sections are known as widgets and are accessible via Appearance > Widgets.
It will look like this:
Sidebar
This appears on a blog category screen.
Post Sidebar
This appears on a single individual article.
Home Sidebar
This appears if you've chosen a homepage template which includes a sidebar.
Pages Sidebar
This appears on a page so long as 'Full width' is not selected via the Template dropdown.
Footer
This is the main footer section.