Is there any Data Window plugin/widget?

Hi all…
I’m looking for a plugin that acts as a data window plugin. Let me explain. All we have a Text Widgets, if i insert a html code into it i’ll see a rendered HTML on my page. But what about custom plugins that require you to modify your theme to get it working. Today i wanted to try Category Cloud plugin and there is:

Insert <?php if (function_exists(‘category_cloud’)) category_cloud();?> where you want your category cloud to appear

So.. is there a way to do not modify theme and get these kind of stuff working via widgets? Let say not Text Widgets but Data Widgets?

Thank you in advance