If the header, sidebox and footer indicators are on, it should display in your header, sidebox and footer.
Perhaps you changed one of these files or didn't enable the sidebox?
Header: includes/templates/YOUR_TEMPLATE/common/tpl_header.php
Footer: includes/templates/YOUR_TEMPLATE/common/tpl_footer.php
Sidebox: Turn on EZPages sidebox in admin->tools->layout boxes controller