While callout boxes are fairly straightforward, sidebars are a little more tricky to configure. For starters, you should always start your sidebar with a level 2 heading (Heading 2 in the "--Format--" drop down). The content following the heading should be a bulleted list or a single paragraph. You can create the appearance of multiple paragraphs by hitting Shift+Enter instead of just Enter when editing you content.  

Once you have your heading and content selected, perform the following:

1. Select the block of text (heading and content) to be included in the sidebar.
2. Press the button.
3. In the dialog box that appears, select "sidebar" and click insert.
   
4. Your content will now show in a sidebar. Please note that this sidebar may differ in appearance from what appears on the published page.