How to create a page with Custom Sidebar

For each post/page you can set your own custom sidebar.

Create Custom Sidebar

Go to Admin -> Appearance -> Sidebars. Click "Add New Sidebar" button, type some name (e.g. "My Sidebar") and click "Save Changes".

Now your sidebar is ready. To add widgets in that sidebar, move to Appearance -> Widgets.

Set Custom Sidebar For Post/Page

Create a post/page (fill title, content...) and when it be ready, move to metabox "Page Customizer" and select the sidebar that you have created.

If you can't find there such a metabox, open "Screen Options" at the top and check "Page Customizer" option.