There is no more sidebar for the gadgets in Windows 7. The whole desktop replaces the sidebar, meaning you have the gadgets anywhere. Which, IMO, is much better than having the actual sidebar.
Although the gadgets still run under the sidebar.exe process. You can access the gadget menu from the desktop right click context menu near the bottom, or from the Control Panel. And you can also turn off and on the gadgets (sidebar.exe) in the context menu under View - Show Desktop Gadgets
. If you have gadgets on your desktop, un checking that will close all your gadgets and end the sidebar.exe process, but keep the settings you had applied to the gadgets, when you re enable it.
You can try this tutorial
for bringing back the actual sidebar like in Vista if you want, not sure it still works, as I haven't used it.