You can unzip the package (rename it to end with .zip and unzip using your favorite tool). Now you can apply changes. I would suggest to have a look at the custom widget learning path.
you can do some small changes directly in the zip file. Though this makes it harder to maintenance and some of the widget contains minified code. Most widgets in the app store are open source, and you find the link to GitHub.
Fork the project, checkout locally, and do you changes. For issues a good features you can even open a pull request, this way you can contribute and share.