Assuming you are using Dashboard X, press and hold an app or folder icon so they start to wiggle (as if you were going to delete something).
Once your icons are wiggling, press and hold a blank area of the springboard. Dashboard X should come up asking you which widget you want to add. Specify your options and add the widget. You can shrink/grow the size of the widget once you place it (you can move it to where you want it) by pinching in or out the widget itself with your thumb and index finger.
Note that the NC widgets have a black transparent background. It's possible to get rid of it (I've done if for the weather widget).