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.