I want to add a widget to my site but for some reason I does not show up when the follow the instructions, can anyone help!
I assume you mean you want to add something to an existing widget space in a WordPress site (by going to Appearance/Widgets and then dragging something into one of the available slots).
If you added a Featured Page to a widget, make sure you check the box for "show page content." Some other widget options may require something similar (depending on if it's a custom widget from a plug-in).
Can you give us more info? What kind of widget?