The sidebar on your blog posts and course pages appears empty because no widgets are currently assigned to it.
You can easily configure it by following these steps:
Go to Dashboard → Appearance → Widgets
Locate the Blog Sidebar (or Post Sidebar) area
Drag and drop the widgets you’d like to display — for example:
Search
Categories
Recent Posts
Tags
or any custom widget you prefer
Once you add widgets, they will automatically appear on the right side of your blog pages, just like in the demo.
Additionally, each post can have a custom sidebar:
When editing a post, look at the Sidebar option in the right panel.
You can assign a different sidebar here if you want to use something other than the default one.
If no sidebar is selected, the default sidebar will be displayed automatically.