generally, in Embedded Wizard 'widgets' are nothing else then components. Therefore depending on what you want to achieve, there are three approaches:
Approach 1: Use the existing widgets and configure their appearance/behavior. This is the simplest approach. It is however limited by the set of available widgets and their fixed implementation. See the chapter Using Widgets.
Approach 2: If the above approach is not sufficient, use the component templates to add new widgets (new components) to your project. Then you can modify/re-implement the widgets according to your needs. See the chapter Creating components from templates.
Approach 3: If none of the provided widgets (approach 1) nor component templates (approach 2) match your expectations, create new component from scratch. This is the most complex but also most flexible approach. See the chapter Creating new components and all following chapters for more details.