By default, WordPress does not allow the use of shortcodes in widgets. This is not a big problem as WordPress also makes it easy for you to enable this functionality. If you have the ability to do so, you will need to add a line to your functions.php file.
Or if you want to add shortcodes to the widget title
add_filter( 'widget_title', 'do_shortcode' );
You can typically get at the functions.php file through your theme editor.