Widower? do you mean windower?
one can assume a widower is not safe to use, unless you are looking to become a widow.
In all seriousness, if you do mean windower, Windower is use at your own risk. You can be banned from ffxi for using third party tools, windower is a third party tool.
That said it is a very wide spread and commonly used tool, but that does not change the fact that it's use is against the ffxi ToS.
Your risk just using windower is small but once you start using addons or plugins that risk can become very large, some plugins or addons can be used to exploit the game, see things like the great metal dupe event a few years back for an example of that.
Windower does not collect anything beyond usage data like "I am on a windows XP machine" and stuff like that, BUT an addon you download from some sketchy back alley could do/collect anything it wants.
Disclaimer: I am, at the time of writing this, on the windower dev team