Okay, you have the Helios theme installed, right? Now, do your weather apps show up when you pull up all the apps? If so, to get the weather app of your choice to display on your homescreen, hit the menu, select 'Move', and just move the app to the first place (top left) of the icons. Then it will show up in the weather slot.
If it isn't showing up at all even when you pull up all your apps, I'd double-check and make sure you did install it, and installed the correct version.