Go to the orchard website and follow the guide on how to create a theme. This will allow you to easily create alternative views for orchards default rendering of parts of the page, or "shapes". Although if your unaware of how to edit the theme then that tells me you don't know much about how Orchard works and how powerful it is. I recommend reading through the Orchard Documentation to learn about how Orchard works, in particular in your case alternatives and widgets.
For example, to have a persistent sidebar you could use a html widget with (or without) and alternative to code up something cool and add it to the default layer (or even base it on roles if your adventures with modules). Or if it's going to be a menu just stick a menu widget in the homepage and use alternatives to give it attributes so you can style it in CSS. There are several ways to achieve what you want.
But to directly answer your final question (Which is a bit ambiguous) you need to add widgets to a specific layer in order to "add items" to a page. The main content though is not added through widgets though (its the page itself that is the content).