Multiple Sidebars or Headers

I assume it’s possible but I don’t know how to do this. Can you have different sidebars and/or headers for different category pages and how would I go about doing it?

Would I make different sidebar files, for example sidebar.php for my index page and then sidebar2.php for my category-2.php page…etc? How would I get the different sidebars to hook up with the different categories? Thanks for any help!