This one is pretty simple. I was reading about Blocks, and so went to Home » Administer » Site building » Blocks. On that page you have a list of Blocks you are currently showing in a region, and below that a list that you can add to a Region. If you want to add a Block that has a region of <none>, just use the drop down list to select a region to add it to.

To put the "Latest image" in my left side nav I simply went to Home » Administer » Site building » Blocks, found where "Latest image" had an image of <none>, selected "Left sidebar", and pressed "Save blocks".