If I understand you correctly, after you turn lock screen widgets on, turn off your screen then turn it back on. Now, in the top right corner by the weather icon you should see some blinking arrows by it, swipe the screen in the upper right corner to the left. This will give you the option to add widgets.
Personally I don't find it very useful at all. There aren't many compatible widgets in the list it proves and the ones that are I'm not interested in. Hopefully there will be an update to add more widget options.