In order to display the RSS feed, you should be able to view it via the Activity Stream.
As for displaying a html page on another web site, may I know what you meant by this? Did you mean that you would like to include a web page in your JIRA? If not, could you clarify further?
Regarding the RSS feeds from Confluence, I believe that you would have to create an application link between JIRA and Confluence first. May I know if you have done so? This is because the activity stream should be able to retrieve activities from Confluence as well (once Confluence and JIRA has been linked together).
As for including flash, videos and the like in your JIRA, currently it's not possible. However, I did come across a similar Answers post that could help you : https://answers.atlassian.com/questions/59738/is-there-a-way-to-embed-a-video-link-in-jira
I gave a bad example. I want to display RSS feed from any sites, not just from confluence. Idea?
Thanks for the reference to https://answers.atlassian.com/questions/59738/is-there-a-way-to-embed-a-video-link-in-jira, I actually just tried putting embed html of a YouTube video inside the Text gadget and it worked!!! Very simple.
Confluence can help you do this.
Create your content in Confuence using the RSS Feed macro and /or iFrame Macro
Once you have it displaying how you want it, add the Confluence Page Content JIRA gadget to your JIRA dashboard and have it display the page you created in Confluence.
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