Most themes have a sidebar where you can add widgets. A widget is a way to easily display pieces of information on every page, such as a search bar or a Facebook feed.
To add widgets to your site go to Appearance > Widgets. Here you will see a list of all possible locations that your current theme has to display widgets and a list of all available widgets to display.
To add a widget drag it to the desired widget area or simply click on it.
Once you have filled in any relevant fields click Save.