Windows XP does not have them.
Windows Vista has them, but limits what you can do with them.
Windows 7 takes a big step forward.
Windows 7 eliminates the Gadgets Sidebar and lets you put them anywhere on the Desktop. Plus, you can resize them, too.
The collection of Gadgets included with Windows 7 (at least, with the Windows 7 Release Candidate) includes a calendar, a clock, a CPU meter, currency conversion, feed headlines (RSS feeds from blogs and other news sources), a picture puzzle, slide show, stock information, weather reporting and windows media player.
In the image below, you can see that I dragged the Clock onto the desktop. Notice the time on the two clocks — that’s just an image in the Gadgets Dialog box, while the clock on the desktop shows the correct time (at least as far as Windows thinks it’s the correct time).
If you click on a Gadget on the desktop, you will see one or more options. At least, you will see an X option to delete the Gadget. In the case of the clock, there’s also an option to change the style of the clock, too. There are multiple choices, but they’re all analog style, not digital.
Also, once you have a Gadget on the Desktop, you can click-and-drag it to a different position on the Windows Desktop if you want.
Finally, notice the link in the bottom right-hand corner of the Gadgets dialog box. Click on this link to search online for more Gadgets for Windows 7.