hit the "more info" button in the installer.app, links you to directions on how to install. Doesnt appear that you can download the actual widgets on your iphone.
This app reads widgets for OS X's dashboard, so I'm not sure if you will get any use from this if you are on a PC (although I suppose you could still download widgets from apple.com). After ssh-ing widgets that I liked from my computer' widgets folder (/Users/Me/Library/Widgets/ and /System/Library/Widgets/) onto the phone (/var/root/Library/Widgets/), they appeared in the Widgets app. Few of them worked at all. But those that did were kinda neat. I ended up uninstalling. If you have a widget you really like, check it out. Otherwise, you may just want to wait until Apple includes widgets as a feature. *crosses fingers*