Apps and Widgets

[carmanhere]

As a new Droid user, I guess I am like everyone else, still learning. I hear a lot and I see a lot of App sites and Apps to download. But how do I find Widget sites and do I have them to work . Let say that I like to keep pretty much up to date with the MLB baseball scores. Now I have found Apps for these. Is there any advantage to using a widget for the MLB scores and if so, are there instructions as to how to get widgets to work the way you want them to?
Is my question making sense? I am using a Droid 2.

Thanks everyone for their help.