when you say customize do you mean styling or do you want different widgets to be displayed depending on what page, post or archive you’re on? If the latter then the Content Aware Sidebars plugin is the best method.
If its just specific styling for a common sidebar then let me know what you need and we can look at providing some CSS
Theres not a specific tutorial as the requirements for different users vary considerably.
If theres any particular styling that you can’t achieve via the customizer then let me know the specifics and i can provide some CSS