All of these sections are known as widgets and are accessible via Appearance > Widgets.
It will look like this:
Sidebar
This appears on a blog category screen.
Post Sidebar
This appears on a single individual article.
Header Advertising
This appears at the top next to the logo so long as Header Style 1 is selected. See more
Home Sidebar
This appears if you've chosen a homepage template which includes a sidebar.
Pages Sidebar
This appears on a page so long as 'Full width' is not selected via the Template dropdown.
Shop Sidebar
This appears if you have installed WooCommerce
First Footer
This is the main footer section.
Second Footer
This is used usually to just display copyright information.