Magento 2 helpers
You have to just rename your theme module directory like Magento_CatalogWidget.
New file path for your theme: mytheme/Magento_CatalogWidget/templates/product/widget/content/grid.phtml
When core module name with - you have to remove that and make the next character Uppercase.
Eg.: if you want to override core module module-catalog-inventory then your path would be Magento_CatalogInventory.
# Get media url
{{skin url="path/to/file.jpg" _area="frontend"}}
{{media url='path/to/file.jpg'}}
# How to run commands to push front end files to live