So you added the sidebar via the Appearance>theme settings screen. Then added widget to that sidebar via Appearance>widgets. Then on the page you selected the sidebar from the dropdown and saved? http://screencast.com/t/zLAJmE798
If you did all the above and it’s not showing, try clearing the cache and doing a hard refresh (f5). If you have a cache plugin – clear and disable it. In case of a plugin conflict, disable all third party plugins not required by the theme to test.
If you’re still not seeing anything please let us have a url to the page in question so we can take a look at whats appearing in the code.