where are that files?

Hello Miguel !
Q1. 4 columns display and right sidebar in the home page, please follow my instruction here:
– Please open the home.php file in the folder path “\wp-content\themes\dw-wallpress”, add the following code to the line 37

 <?php get_sidebar('secondary'); ?>

– Open the header.php file in the folder path “\wp-content\themes\dw-wallpress”, find the line 29 then add the following code:

 <script type="text/javascript">
var contentWidth = jQuery('.blog #content.masonry').width();
jQuery('.blog #content.masonry').width(contentWidth - 240 + 'px');
</script>

– Log in to Dashboard > Theme > Customize > Custom code then add the following code to the “Header Code”

 <style>
#sidebar-secondary .item { min-width: 240px; }

@media (min-width: 1236px) {
.item {
    width: 25%; /* 4 cols */
}
.grid-double {
    width: 50%;
}
.grid-triple {
    width: 75%;
}
}

#content.masonry {
    float: left;
    max-width: 1000px !important;
    width: 100% !important;
}
</style>

Q2: To set a size for the header, You can open the template.css file in the folder path “\wp-content\themes\dw-wallpress\assets\css” and change the size here.
Q3: Currently, Our wallpress does not yet support Footer.

Hope this helps !

To modify the header in the Wallpress, You can log in to Dashborad > Appearance > Customize > Custom Code, and add the following code to the “Header code”

<style>
#header {
     height: 80px;
}
#header #navigation li a {
    height: 80px;
}
</style>

If you still face the issue, Please send me username & password your site for further checking (via private answer)
Hope this helps !