question about adding additional sidebars

I have started to read up on adding additional sidebars but heres the question…

the theme im using is project theme from sitemile,

there is a “catagories” section for the blog as well as “project catagories” section. I want to have a new sidebar for each “project catagories”

so that when we click on a catagory it can have its own sidebar.
what file do i go to to tell it what to do. I have read footer, header or wherever but when its individual catagories where or how is this accomplished?

hope that makes sense, thanks,any help would be freakin awesome!