Hi, there aren't any instructions about how to add images. Because you have "Category to get posts from" listed in the settings, I can guess that means we need to create a specific category for content. Took a wild guess and simply added a photo with caption inside the WSYIWYG editor.
Done that, but the result is just that the page just shows all of the images from the category - there's no slider function at all:
Hope this feedback helps so you can include more complete instructions (and hopefully explain what's going wrong!)