I have a CForm which is instantiate in a controller. Now I need to use some widgets as its element, even by validations and more capabilities. Who to do that?
Validations are something that belong into the realm of the injected model. It is not the duty of CFormto perform any input validation/sanitization.
As for widgets, see this part of the guide. Just before the section "Specifying Static Text," there is a whole bunch of informations on how to integrate widgets extending either CInputWidget or CJuiInputWIdget.