Yes, it is possible to change the images in a widget button, but you might need two variables to hold the two different states – i.e. it isn’t enough to define a “default image” for the button, you have to also define an image for when the button is pressed (usually this is just a re-colored version of the “default” image, but Corona can’t know that, you could give it a different size, shape, color, etc.).
In the docs (https://docs.coronalabs.com/api/library/widget/newButton.html), look for the “2-Image Construction” section … you just identify the defaultFile (for the un-pressed state) and the overFile (for the pressed state).
If that’s not what you’re looking for, then we might need to see some of your code.