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I'd like have the possibility to add transparent label placed on the screen borders to have a more confortable widgets access
like keyboards widget or shell widget, calculator or other

tanks to all Staff

You can try to add a separate panel at one of the screen-borders. Set it to autohide, and add whatever widgets you want to it.

Does that suit your purposes?

In addition to that you can set it to "windows can cover it" so that it's easily accessible when no windows are opened and when they are...

I've marked this as pre-existing because of two things:

1. The points I and Primoz pointed out.
2. There's a plasmoid on kde-look that, as far as I can tell, also can accomplish what you want (that is, gives you easy access to widgets without them cluttering the desktop. The exact method is not the same though). http://www.kde-look.org/content/show.php?content=112094

If neither is what you want, please let us know and the pre-existing part can be removed again.