If you want to turn your sideboxes on and off, or move them left and right, you do this from the Admin control panel in Admin -> Tools -> Layout boxes controller.
Other files you would modify are located in includes/templates/template_default.
Which file(s) you edit will depend on which page of your shop you want to customize. Working with these files is fairly easy since they are clearly marked with <!--bof whatever--> and <!--eof whatever-->. This makes moving sections of the file easy. After editing any of these files save them in your /CUSTOM folder.
The most common file(s) to be customized are: