How to enable the shop sidebar?
The Shop Sidebar is an actual WordPress widgets area and it should show up as soon as it's populated with at least one widget. Navigate to Appearance > Customize > Shop > Layout to enable the Shop Sidebar.
How to Add Widgets?
Navigate to Appearance > Customize > Widgets > Shop Sidebar and press Add Widget button, you can add widgets by clicking the available widgets.
How to add a sidebar on the Single Product Page?
The sidebar can also be displayed on the Single Product Page, you can navigate to Appearance > Customize > Product Page and choose one of the options presented below: