One Column Page. How Can I Put Stuff in Margins?

I am using the Atmostphere 2010 theme and I greatly enjoy it. My site is Neighborhoodgamers. If I wanted to add things such as advertising or images in the the gray margin areas, which .php file would that be under? The theme comes with a blue area in the right margin that automatically brings you to the top of the screen so that’s how I know you can put stuff in that margin. A little enlightenment would be greatly appreciated.