Shop - Sidebar Setup
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 > WooCommerce > Shop Catalog > 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.