Post Type Settings
There are different types of sidebars you can enable on your site. Sidebars tab in Theme options allows you to set up the blog sidebar: select blog layout (grid or list), choose the position of the display - Right or Left
Also, in Post Type Settings, you can tune sidebars for teachers, events, gallery and shop pages. Here, as well you can select the needed sidebar element form the dropdown menu and set the position for its display on the page.
Please note before you can select an item for the sidebar, you need to create a new one in Post Type Settings > Add New.
Besides this, there are several other options you can use. Follow Appearance > Widgets. Here are the Default Sidebars available:

The STM LMS Sidebar, which you can populate with a few widgets using drag-and-drop.

There is a list of Widgets you can choose from when it comes to making the sidebar functional, for this go to Appearance > Widgets. Choose the ones you need and add them to the Primary Sidebar:

Go to Theme Options > Sidebars section here choose Right Sidebar or Left Sidebar to enable sidebar in Shop Page.
Add appropriate widgets to the Shop sidebar in the Appearance > Widgets section.

You can build unlimited custom sidebars using the WPBakery Page Builder elements in the Sidebars section of the WordPress dashboard menu.
For more information please follow to Sidebars Setup
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STM LMS Sidebar
Primary Sidebar
Shop Sidebar
Custom Sidebars