Slide show

I’m trying to add a slide show to a page on a site I’m working on, I’ve looked it up on word-press.tv and on word-press.org and it says:

1. Open a post or page for editing.
If it is a new post or page, make sure to add a title and save it at least once before trying to insert a gallery.
2. Click the Add an image button.
3. Select files to upload and then click the Save all changes button. You should be taken to the Gallery tab next.
4. Click Insert Slideshow.

Option four is not there I don’t get it?