Hi Catherine,
I believe when you export, you need to put the URL of the page where you're uploading the _SourceFile to. I think if you link it to your folder that contains all your resource files (or if you have multiple widgets for the same site, I would create subfolders in your main resource folder and input that into your Hosting URL), that would work.
ie. http://website.com/resource/widget1 with 'widget1' being my subfolder. Then just make sure that when you upload the _SourceFile, you put it in that 'widget1' subfolder.
You only need to upload the _SourceFile. Open the 'online' file that was also created with Notepad and copy the code (it tells you between where and where). Then when you go into your website where you're typing the html code, find where on the page you want the widget to appear and that's where you paste your copied code.
Hope this helps. :)