So I've downloaded 2 plugins for 4.x like 

PHP & TXT WidgetEnabled and

Who Was Online

 

But where do I edit them? I went through everything and no where can I have the who was online set to on, no where can I make a sidebar widget.....

To edit plugin settings press 'pencil' icon at the right side of plugin row on the Plugins page in the AdminCP.

To place widget you need to open Blocks Manager (press arrow icon at the left side of viewing page in public area), select block and drag'n'drop it to place where it should be placed.