Trying to add widgets "In order to display this widget..."

So I have been installing your theme which I must say is great so far. Altough I am trying to get a hang of the plugins. I was going to try to replicate your demo site just for learning purposes first, to push myself into learning all stuff.
However I have ran into some problems.

The first is “In order to display this widget, you must first add some services from your admin area.”

I have searched the forums and some have said I need to import some XML type files. If this is the case, where do I find them? And how do I get it all working?

Now I feel kinda stupid. I found your documentation page…
Ill be back if I run into something else.