Location of widgets - friends plugin

I am trying to install the plugin called 'friends'. https://premium.wpmudev.org/project/friends

the installation procedure reads. "(the file) widget_friends.php - goes wherever the rest of your widgets are located". I have WPMU 2.8.1 and have no idea where the widgets are located. I tired doing a search for a folder titled "widgets" at obvious locations, but did not find any.

Can you tell me at which location the file is to be uploaded?