Create new 'Areas' to use Sections inside

With the Dawn theme I have those nice areas to drop my content

Let’s say I want to create new area, in example ‘Sidebar’ or ‘Left Column’, ‘Right Column’, how can I do that?

In other words - some method of ‘Grouping’ or ‘Combining’ blocks together.

On a separate question: is it possible to use custom section inside custom section: in example I’ve added custom section called ‘FAQ’ - is it possible to edit ‘Multicolumn’ section to have ability to use that new ‘FAQ’ section inside of it?

Thanks for the answer, but these are more theoretical questions, not practical. I’m also fine about coding, so don’t be afraid to suggest code if needed