Hi Dani_Aldeia,
You might try switching to a different template under Events –> Settings –> Display.
If that doesn’t make your sidebar appear then it may be an issue with your theme. Have you tried deactivating other plugins to look for a conflict, or switching to a default theme like Twenty Twelve? If you need help, please read this guide to testing for conflicts.
If you can isolate this as an issue that’s inherent to The Events Calendar, we’d be happy to look into it further. Unfortunately, we can’t help troubleshoot conflicts here on the free forum. If you do find a conflict, you can try getting in touch with the developer of the theme or plugin and see if they can shed some light on the issue.
Best,
Leah