I just tried the iTheme2 on my test blog and there is a Recent Comments Widget. If yours isn't showing it, it might be in the 'inactive widgets' area. But if it's not there either, I'd suggest contacting support directly as it really should be on the widget page for that theme.
The theme only has two side panels, and no footer, but you could put your copyright symbol and privacy policy in a text widget as low down as you can in the second side panel, to get round that (or change theme to one that has a footer, though I don't suppose that's a particularly helpful suggestion if you like what you've got).
By the way, to type a copyright symbol is easy enough (or it is on a Windows computer, someone else can probably tell you the corresponding keys for a 'mac if that's what you've got), you just need to hold down the Alt key on your keyboard and while holding it down, press 0169 in that order, on the numerical keypad.