If a lock screen widget is only showing a gear icon this means, that the widget is not configured yet. Here are the steps in order to configure the widget:
- Go into the lock screen editing mode
- Tap on the widget (this will bring up the remove widget indicator in the top left corner of the widget)
- Tap on the widget again (this will bring up a list of your Plex servers)
- Select the Plex server you want to use for the selected widget