Multiple templates ?

Hi I am working on creating a custom theme, and I want to have a template for the “blog” section of the site that has a sidebar, with all the categories listed in it. How do I specify that a PHP page be available for use as a template ? Also how do I list all the categories on the sidebar ?

Another question, some of the pages will have sub-pages. For these pages I will also want to use a template with a sidebar that lists all the sub-pages for that particular page. How would I accomplish ? I am new to theme design so any assistance would be most appreciated.

Thanks,
Colin