This is theme dependent. Provide site link or list theme in use.
If you are using the default theme, Twenty Eleven, you might want to check out the plugin http://ww.wp.xz.cn/extend/plugins/twenty-eleven-theme-extensions/
That plugin may not be the final answer for you, but as you get more comfortable with WordPress, you’ll find other ways to address this issue (Google “add sidebars to posts in twenty eleven wordpress” for coding options, choose another theme, etc.).
But the plugin may be a quick fix since it appears you’ve just started using WordPress.