You must first install the Yahoo! Widget application in order to run Yahoo! Widgets. You can download the Widget application and a starter set of Widgets from widgets.yahoo.com/download. Click the button Get Our Starter Pack.
Note that some installations require an administrator's ID and password, depending on your privileges.
You can access all your Widgets by selecting Open Widget from the gear menu in the dock, Windows system tray, or OS X menu bar. For more information about the Widget Dock, refer to this article.