Controlling the Transform Widget

When I import fbx files sometimes the transform widget is quite far away, is there a way to make it so I can control where the transform widget is located?

That’s the pivot point of the mesh. It is automatically set to 0,0,0 coordinate when you import even if the mesh wasnt at 0,0,0 in the modeling program. If you want it to be closer to the mesh you need to set the location of the mesh at 0,0,0 in your modeling program or you can offset pivot position in import settings window. Or as a temporary solution you should be able to change the pivot location by selecting the mesh > hold&dragging middle mouse button while holding Alt.