So create a post, give it a title, perhaps add some text to the main section, for the image you want to appear in the slider, upload that on the featured image section, right column in the backend, fairly low down. if you can see it, check screen option tab at the top of the screen and select it. click featured image and choose the pic. Save. Now, in the main list of all your posts, quick edit the one you just made and select the sticky post check box.
Images saved as photograph-post-type should appear on homepage automatically. You create those by adding a new photograph post (not normal post) and again have to save that image as a featured image as above.
it's highly time consuming and I'm no longer going to produce galleries in that way, instead using the default wordpress gallery and using easy-fancybox plugin. that has the benefit of allowing you to create several different galleries, and being able to click through to the next image while viewing the enlarged one. I'll make these galleries on posts. you could then give each post with a gallery a featured image so these can then appear on the homepage, but i don't like where the featured image appears in the normal archive so i might try something else.
oh yes, in the photogram dashboard, make sure on the front page settings you have 'photograph post type' selected, otherwise it won't show images.