Windows Vs Web

I've seen many example about live.com gadget. I would like to know the most important differences between Web and Windows gadget in the source code.

Thanks for help me!

Chalagif
The most obvious difference is access to the System.Gadget namespace, which is documented on MSDN. This adds things like Flyouts and a Settings page.

The Gadget Manifest is also slightly different.

Apart from that, they're pretty identical. Most Live Gadgets can be converted to be Sidebar Gadgets, but not the other way around as most Sidebat Gadgets make use of the System.Gadget namespace.
DaveParr
To add to what Jonathan said, web gadgets use the Atlas framework while Sidebar gadgets do not. Donavon wrote a good article over at LiveSide.net detailing how you can write a simple Atlas emulation layer to allow you to run web gadgets on the Sidebar with minimal changes to the gadget code itself.
Windows Vs Web