But you can put the code for the Pinterest follow button in a text widget.
1. Go to this site, choose which one of the red Follow Me images you want, and copy the code for it. http://pinterest.com/about/goodies/
2. Then, go to your widgets > Appearance > Widgets and select a text widget.http://en.support.wordpress.com/widgets/text-widget/
3. Paste the Pinterest follow button code into the text widget, "save" the widget, "close" the widget and place it where you want it to display in your sidebar.