There are tons of posts about this. If you wish to stick with that particular WordPress Theme, then you will have to edit the template files to include the sidebar, but it is more complicated than that. You will also have to change the template files and CSS to accomodate this new space.
The template file to change, as Jaseone mentioned, is called single.php and you will have to either change the CSS reference to widecolumn to narrowcolumn, emulating the index.php template file for the content area, or go into the CSS style.css style sheet file and change the width of widecolumn to match narrowcolumn width.
You will also need to add the get_sidebar() command per the example in your index.php template.
See, changing Themes might be easier. ;-)