WordPress.org

The rendered text on my blog is not similar to the screenshot

You have to modify the style.css of yout theme to fit your needs.

What link have I to insert in the widget?

The link for the feed of a specific Delicious tag is like this: http://delicious.com/v2/rss/USERNAME/TAG-NAME where USERNAME is your username on Delicious and TAG-NAME is the tag that collects all your bookmarks to be published. So, for example, a link could be: http://delicious.com/v2/rss/myusername/mytag. Obviously adjust it to your real username ad tag.