Widgets are primarily designed to work within Databricks notebooks and dashboards. They are not directly supported in SQL Endpoints. However, you can use query parameters as an alternative in SQL Endpoints. This means you can pass parameters to your SQL queries, but you won't have the interactive dropdown and multiselect functionality that widgets provide in notebooks.

If you specify your parameter as '{{parameter_name}'  in the SQL editor it will give you more options to customize the widget