In newer android versions you can add a widget to the homescreen AND the lock-screen. To be able to test this during development it would be good to be able to add these to the emulator-lock-screen as well.
This should be possible, but it just doesn't seem to work in my emulator version (runnin android 4.2.2
The version should be high enough to support this, so what could be the cause
Mine is showing up. Go to your AVD and make sure that the device you created/are using is the correct version of Android that supports lock screen widgets. (4.2.2)