As Cooper says, from the Dashboard, click Appearance, Widget and you’ll see all the widget areas down the right side of the screen. Their names are pretty self-explanatory.
To the right of the widget name is a downward pointing arrow. When you click it, it expands and you can put pretty much whatever you want in each area (ex: open one of the widget areas and drag and drop the text widget into the widget area. In the text widget put whatever text you want.
When I was trying to figure the widget locations out, I placed a text widget in each widget area and simply entered the area name in the widget and when I viewed the page, the names and their locations made absolute sense.
To find widgets, click Plugins, Add New and there you are.