A Joomla template is divided in a number of zones. There is one zone where the active component is shown and a number of zones where your modules are located. Each zone for modules has a certain position name. E.g. left, right, bottom, user1, user2, etc. In the module parameters you can assign your modules to a certain position. This way you define which zone your module will belong to.
This video will show you how to find the module positions on your site:
In addition to the module postion you can also assign that particular module to your choice of pages on your site based on menu item.
For example: In the image above this particular module is assigned to all menu items. So, it will appear on every page of the site.
In the image below the module will only appear on the home page.