strange shortcode error: does shortcodes requires any dependency?

Problem 1

It doesn’t work because you’re using new_weber but you’re registering news_burner, and they aren’t the same

So instead use:

[news_burner]

You only need a closing shortcode if it’s containing content which that plugin does not.

Problem 2

Shortcodes don’t work in text widgets out of the box, you can add that functionality via a plugin though, see this question/answer:

Shortcode in Text Widget not working

This is why it works with do_shortcode but not in widgets. It’ll also work in post content