If you are developing a widget or add a widget to your project directory: hit F4 to synchronize your project directory and reload widgets. You can then update your widgets as Richard explained.
https://world.mendix.com/display/refguide6/Modeler
You could just run (F5) the project again :-)
And, if you updated your package.xml, you should also right-click your widget in a page and click "update (all widgets)".