You might have seen the new users experience that Drupal 8 provides. Its provides on the fly block placement and menu configuration. The new experience is called "The outside in experience". Read more about it here. SO however if you are wondering how you can get hands on experience you need to do the following.
You will need to update to Drupal 8.2.0
Modules to enable:
Place Blocks module
Settings tray module
Enable the above modules so that you will see a "Place Block" and an "Edit" link that you can use to experience these new features.