In this video, I was using the Iconic One Theme. Some themes may look a little different, but just about all of them will have a widget area where images etc. can be added to the sidebar.
Sometimes, you might want to add a different sidebar to a page or post rather than the Main Sidebar, which shows up on every page and post. For that you will most likely need a plug-in.
I have created another video which illustrates how to accomplish this with the Custom Sidebar plug-in.
Questions and comments welcome.