1. Go to Android Settings, click on My Device:
Chose Lock Screen:
2. Enable Multiple Widgets: (this option will appear only if you don't have security lock enabled)
3. Lock your screen and swipe it to the right:
4. Click the "+" Icon to add NiLS widget:
5. Finally, drag NiLS widget to the rightmost panel to make it the default lock screen widget.
(Thanks to laptopmag.com for the screenshots, full guide here: http://blog.laptopmag.com/how-to-add-a-widget-to-your-samsung-galaxy-s4-lock-screen)
Full guide from Samsung: