Goals help track widgets' performance. If your widget's purpose is to push visitors to purchase, submit a form, or visit a certain page - it might make sense to set up a goal for it in order to see the widget's impact on these marketing lifecycle events.
In order for the goal tracking to work, you should have a "Track widget conversion" action on the button or the form element that you have inside the widget. If everything is set up correctly - once the visitor who has converted on a widget reaches the goal - a goal attribution is going to be performed which you will be able to see in the widget's stats.
To learn more about how to set up a goal please go to Goals.