Retina 4.0+, Parallax 3.0+, Mobilia 5.0+, Responsive 6.0+ and Turbo 2.0+ come with options to display a Sidebar on your Collection page, Product page, Blog page, Article page and Search page.
You enable the Sidebars and set their content in the Customize theme area (aka the Theme Customizer), by going:
Online Store > Themes > Customize Theme:
In the Customize theme area's shop preview, if you click a collection (in the below example the 'Vintage' collection) the Section tabs will update to show the Collection tab.
By clicking the Collection tab, you have the option to enable the 'Toggle sidebar content'.
Below we add the 'Tag list' to the Sidebar:
Below are the Sidebar display options: