How to create a class which update your App Widget?

Create a your own AppWidget Provider by extending AppWidgetProvider class.

http://developer.android.com/reference/android/appwidget/AppWidgetProvider.html

Then, What is AppWidgetProvider class?

AppWidgetProvider is a convenience class to aid in implementing an AppWidget provider. Everything you can do with AppWidgetProvider, you can do with a regular BroadcastReceiver. AppWidgetProvider merely parses the relevant fields out of the Intent that is received in onReceive(Context,Intent), and calls hook methods with the received extras.

It provides onUpdate() and several other methods for easy management of your App Widget.

public void onUpdate(Context context, AppWidgetManager appWidgetManager, int[] appWidgetIds)

+sk.26.08

What are the major components used to write AppWidgetProvider?

As seen in the following example

public class ExampleAppWidgetProvider extends AppWidgetProvider {

    public void onUpdate(Context context, AppWidgetManager appWidgetManager, int[] appWidgetIds) {
        final int N = appWidgetIds.length;

        // Perform this loop procedure for each App Widget that belongs to this provider
        for (int i=0; i<N; i++) {
            int appWidgetId = appWidgetIds[i];

            // Create an Intent to launch ExampleActivity
            Intent intent = new Intent(context, ExampleActivity.class);
            PendingIntent pendingIntent = PendingIntent.getActivity(context, 0, intent, 0);

            // Get the layout for the App Widget and attach an on-click listener to the button
            RemoteViews views = new RemoteViews(context.getPackageName(), R.layout.appwidget_provider_layout);
            views.setOnClickPendingIntent(R.id.button, pendingIntent);

            // Tell the AppWidgetManager to perform an update on the current app widget
            appWidgetManager.updateAppWidget(appWidgetId, views);
        }
    }
}

1. PendingIntent: Create an Intent to launch ExampleActivity
Intent intent = new Intent(context, ExampleActivity.class);
PendingIntent pendingIntent = PendingIntent.getActivity(context, 0, intent, 0);

2. RemoteViews: Get the layout for the App Widget and attach an on-click listener to the button
RemoteViews views = new RemoteViews(context.getPackageName(), R.layout.appwidget_provider_layout);
views.setOnClickPendingIntent(R.id.button, pendingIntent);

3. Tell the AppWidgetManager to perform an update on the current app widget
appWidgetManager.updateAppWidget(appWidgetId, views);

+sk.26.06

What does the AppWidget resource xml file contain?

As you can see in the following example

<appwidget-provider xmlns:android="http://schemas.android.com/apk/res/android"
    android:minWidth="40dp"
    android:minHeight="40dp"
    android:updatePeriodMillis="86400000"
    android:previewImage="@drawable/preview"
    android:initialLayout="@layout/example_appwidget"
    android:configure="com.example.android.ExampleAppWidgetConfigure" 
    android:resizeMode="horizontal|vertical"
    android:widgetCategory="home_screen|keyguard"
    android:initialKeyguardLayout="@layout/example_keyguard">
</appwidget-provider>

It contains the information such as

. initial layout
. minimum width and height
. time interval of update