Once added a feed to the Aggregator module, and once the feed is updated, visiting /admin/structure/block shows Aggregator feed as one of the possible blocks.
Click on the Place block button for the region where you want the block to appear. The dialog box that appears will show a list of blocks implemented by modules; one of them is the Aggregator feed block. Click on the Place block button shown for that block; a new dialog will appear to config the block.
The Select the feed that should be displayed field allows you to select the feed to show in the block, while the Number of news items in block field allows to select how many articles will appear in that block.
Once I clicked on the Save block, I saw the block in the region I selected.