Once you are on the widgets page, then, this is where you will beging to make the magic happen

On the left hand side of the page, you will see a series of widgets

Depending on the Theme you have, will depend on where your Custom HTML can be found. This tutorial is using the DIVI Theme, so its located on the right hand side as you will see from the picture below

When you find the custom HTML box, beside it you will see a drop down arrow.

Click the arrow, and you will be shown a series of options.

Choose the Sidebar Option

By default, when you choose this and click add widget, the widget will get placed on the bottom of the right hand column, as shown below