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To use the widget, go to Appearance -> Widgets and Add "Twitter Widget Pro" widget.

Each widget has settings that need to be set, so the next step is to click the down arrow on the right of the newly added widget and adjust all the settings. When you're done click "Save"

This is what the widget looks like in the default theme with no added styles.

By using some (X)HTML in the title element and adding a few styles and a background image, you could make it look like this.