RSS feeds are published through the use of a XML file. When opening a RSS feed from a website, your browser will simply find the relevant file and open it through a default embedded application called a RSS reader.
Web browsers cannot read RSS feeds directly: if you wish to display it on your site, you will need to convert the XML code into HTML (which can be read by all browsers). There are several free online services that will allow you to do this - here's an example:
All you need to do is enter the url of the feed and allow the tool to convert it for you and generate the relevant HTML code. Once you've got the code, you can add it on your site via the HTML Snippet widget:
1. Go to Insert > HTML Snippet
2. Go to 'Setup'
3. Paste the code there
4. Click on Apply