Having Widget Gather External Information.

How do you get a custom widget to gather external data and for it to be displayed. Something similar too a RSS Feed but not exactly. Example: Say I made a widget too show family pictures, and I have new pictures too share with the users of my widget, would there be a way for the widget too get those new pictures from an external source. Or I want to display up to date information on say the current ranking of a sports team, how would I get the widget to gather that information from a external source I can edit and keep up to date?

Any help would be appreciated.