New Sidebar Sections

Hey there.
Well, I just got wordpress working, and so far have been successful in tweaking themes and such, startin to get the hang of it.
Let me just get this out, I know css and html. All I know in php is that there are alot of “?” ‘s, lol.

Now, I’ve seen people with wordpress systems with different things in their sidebar (for example: http://www.brainwashstudios.com/). See hoe he has things such as affiliate links and animation updates in his sidebar? How would I even go about doing that?

Thanks.