To filter a widget to a specific iteration, click on the top right cog of any widget.
A contextual edit view will give you allow you to filter by iterations:
Depending on the widget, you will see the current, the previous and all iterations that the widget can be filtered by. Select the one you want to use and press save.
Your widget will update automatically and you should now see the data related to this iteration.
If you choose more than one project, iterations will no longer be available since your projects will not be on the same iterations (more on multiple projects).