Your content of the page which usually consists of your information that will change from page to page and sometimes a sidebar or two. In this example the content is on the right and the sidebar is on the left. Obviously you can change what side of the page you would prefer your sidebar to appear and all of the many modifications to the layout like size and color from there.
Typically the header, footer and sidebar do not usually change as the rest of the content does. There are templates to pages that will allow for different configurations like leaving the sidebar off or calling a separate and different sidebar to the page but the typical use of these features are usually more than plenty. Templates can not be used in Posts. I am working on a simple explanation of the difference between Posts and Pages on another post so if you want to explore this topic click to it when you are done reading this one.
Found at the bottom of the page the Footer is a widget container like the Sidebar. Usually your Copyright is found in the Footer because it is present on all pages because like the Header the Footer is typically found on every page and everything else is Dynamic.