If you want to include the widget in your master page, you can create a simple master page with few placeholders. Then you can add a new page template using the UI and use the .MasterPage file option. Once you create the page template, you can drop a the widget on the template and use the template for your pages.
If you want to edit the widget template for the search control, you can go to Widget Templates and find the template you want to edit.
All the best,
the Telerik team
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