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.
4. Please see here for enabling sharing buttons including Pinterest on your blog. http://en.support.wordpress.com/sharing/