Your footer appears on all pages automatically. 
The footer itself consist of two parts - the "Widgets" section (where you can add links, text, images and more) and the "Copyright" section (the smaller bar that appears right under your widgets).

You can easily hide the footer entirely if you prefer, by going to the "Customize -> Header & Footer Settings -> Footer Display" and set it to "Hide".

Footer Widgets

We include a demo footer when you create your first site. The demo footer consists of four columns with sample links and headings in each one. To change the amount of columns change the number of the 'Footer Column Count' setting.

For example, this image shows a footer that has 2 widgets in 2 columns -

You can play with the amount of widgets and columns. The widgets can include anything you want inside (text, link, image, map, media, table, and more).

Make sure to change the text and links of the demo widgets before you're ready to publish your site -

Footer Copyright 

Under the footer there is a copyright section. You can hide it or show it, and change the text or add links etc.