If it’s a WordPress widget in a ZIP file, then you can install it by going to Plugins → Add New, click the Upload Plugin button, and upload the widget’s ZIP file.
Once it’s been installed, then you would go to Appearance → Widgets and you should be able to see the widget available on the left in the Available Widgets section, and then you should be able to drag & drop it into one of the sidebar/widget areas on the right.