As far as I understand you would like to create a custom widget in your Sitefinity project and then to register the widget in the Toolboxes section so that you can drag and drop it on a page. You have created a web user control (.ascx file) in your Sitefinity project solution in Visual Studio.
In order to register user control in the Toolboxes section, please build the solution and check the below KB article:
After you register the custom widget using Thunder, please restart the application in order for the changes to take effect. After that when you open a page for edit you will see the custom widget in the Toolboxes section and will be able to place it on a page.
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Sitefinity CMS Ideas&Feedback Portal
and vote to affect the priority of the items