This doesn’t have anything to do with the theme specifically. WordPress doesn’t natively support shortcodes in widgets. It is possible to add this functionality though through your Child theme’s functions.php, however that would be a customization you’d need to make to the theme.
You can do this via plugins like this one, as well.
Keep in mind that shortcodes are not styled for widgets and sidebars. So it’s possible that not all of the theme’s shortcodes will look right when placed in a widget.