How to add a sidebar for all pages
Note: Before adding a sidebar, make sure your page template is set to Default Template in Page Attributes drop down section. If you have Full Width template enabled, the sidebar won’t be visible.

1. From the WordPress left dashboard, go to Appearance > Customize.
2. From the Customizer left dashboard, go to Sidebar menu.
3. In Sidebar popup select the Layout.
You can choose as a Single Sidebar layout so the Double Sidebar where you can display two sidebar areas on the left or on the right side of the page. Also there is an Opposing Sidebar layout which allows you to show two sidebars on left and right sides of your content.
You’ll see two sidebar options: Primary Sidebar and Secondary Sidebar.
From the drop down menu, select the sidebar area you want to show on pages.
If you selected the Single Sidebar layout, you should choose the area in the Primary Sidebar option. If it’s Double Sidebar or Opposing Sidebar layout, you need use both – Primary Sidebar and Secondary Sidebar.

If you want to change sidebar settings for some post types (Blog, Portfolio, etc.), please refer to this article.
Note: Before assigning a sidebar layout, make sure you added widgets to Sidebar Areas in Appearance > Widgets. Read more in this article.