Can i change the names like page, category etc?

You can change the sidebar titles. If you are using widgets in your sidebar, just change the title there. If the titles are hardcoded in your sidebar, look for something like sidebar.php and/or sidebar-left.php and/or sidebar-right.php and make changes on the titles between <h3> and </h3> and upload FTP back to your theme folder.

hmmm…i did not really understand this, where am i going to look for the sidebar.php? in the cpanel? The sidebar was already there when i uploaded the theme? what kind of widget can i get to make the change, can you suggest some good widget?

thanks

As mercime suggested you may have to edit a template file to make those changes. Typically, that would be in the sidebar.php template file of your theme.

Resources:
Stepping Into Templates
Template Hierarchy
Editing Files

If you continue this thread, please provide a link to download your theme.

oh ok, i will check them out, thanks, here is the link from where i downloaded the template: https://www.wpthemesfree.com/view.php?theme_id=2919

open sidebar.php of the theme with notepad or bbedit, edit accordingly and then FTP/upload the revised sidebar.php back to your theme folder