Navigate to Appearance > Customize > Blog > Blog Archives and Enable the Blog with Sidebar option.
How to add widgets to Blog sidebar?
You have a 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 Blog Sidebar:
How to add a Sidebar to your Blog Post.
Navigate to Appearance > Customize > Blog > Single Post and Enable the Blog Sidebar option.