What is a Google Gadget script?

I'd love to add some Google Gadgets to my pages. However, the instructions just say to include the "script." Sorry. I don't know which text is the script in a Google Gadget. Can't seem find an explanation anywhere. When I click "View Source" is it the whole box of long text? Is it the xml link at the top? Maybe I'm the only one who doesn't know?
 
sad I’m confused
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