The widget works based on Zillow API. Results are returned from Zillow.
Go to this URL to take you Zillow API Key – https://www.zillow.com/webservice/Registration.htm
The Zillow results page is created from Admin – Pages – New Page – Template – Zillow – Save
Zillow requires an API key which you insert in Admin – Appearance – Zillow API Key
Last step is to go and add the Zillow Widget to any sidebar.