Custom sidebars are created with help of Easy Custom Sidebars plugin. It is a free plugin and is available in the WordPress repository by this link. Install and activate the plugin under Plugins>Add New. Go to "Appearance>Theme sidebars" section and create a new custom sidebar
Start adding pages/other post types, on which standard sidebar will be replaced by your custom one. 
In "Sidebar properties" section select which sidebar will be replaced by your custom one.
Click "Save sidebar". After that go to "Appearance>Widgets" section and add widgets to your custom sidebar 