The Last Visited widget show's the last visited item/s on your storefront.
Q: How come I see it from my site but not in my Admin panel?
A: The same rule applies within your Admin Panel if you
have not visited any item from within it, it will not show, if you want
this widget to show you can go to Designs --> Product listing
designs, on the new window that comes up left click on any of the item
on the right panel, close out of it, then go back to Designs -->
Themes
