You can easily add any RSS feed (remote or local feed) to your WordPress sidebar using a sidebar widget.
To do this, go to Appearance > Widgets in your WordPress dashboard and locate the RSS sidebar widget. Then you’ll drag the RSS sidebar widget to one of your sidebars where you would like it to be.
Once you drop the RSS sidebar widget into one of your sidebars, it will expand, allowing you to configure the widget with a feed URL and a title for the sidebar widget to show on the front-end of your site. Fill in your feed URL (any URL, even a remote website’s feed), give the sidebar widget a title and then you can choose the number of items to show. Additionally you can tick/check whether the content/descriptions, author(s) and/or post date should be shown as well.
Then click the ‘Save‘ (blue) button in the widget controls and go to the front-end of your WordPress website to see the results. It will display a sidebar widget with the items in the RSS feed accordingly. Considering that the URL you entered is a valid RSS feed and that it is working.