Options page for widget

Your widget is part of a plugin (per the first sentence of the question), so what you are really talking about is making a plugin administration page, which you would do with add_menu_page, add_submenu_page, or one of the more specialize menu page functions. That is the nutshell version of the answer.

There are a lot of questions and answers here about doing that and there are examples in the Codex. Once you get started, if you have trouble, [edit] the question with your code and with an explanation of the specific problems you are having, ping me (@s_ha_dum in a comment) and I will edit the answer. Otherwise, it is really a very broad question.