To display a slider on the home page you should go to Appearance > Theme Settings > Home Page Header Style, and select the "Show Slider" option. Then select the necessary settings in the "Slider General Settings" block. To display the slides list, click the link "Show Slides List".
When clicking "Add New Slide" ( "Edit Slide" ) button, you get to the slide creation (editing) page. You should select the necessary settings for the slide and then click "Add Slide" ( "Save changes" ) button.