Authentication

Out of the box WC already has a login page. It’s “My Account” which is created for you when you installed the plugin.

However if you’re looking specifically for a widget, you can use any WP login widget and most of the widget plugins have a redirect option which you can set to your “My Account” page once they are logged in.

I follow your advice and install Sidebar Login widget. But when I add [woocommerce_my_account] shortcode to Login Redirect URL it didn’t work, basically open on the browser a page called [woocommerce_my_account]

No you don’t add the shortcode there. Add a regular LINK for the redirect.