I do not know what was my problem but I have hard time to make the sliding menu to work.
Well, finally figured out:
1) have regular menu for the main menu and give it a name
2) create a menu with 7 options (select your favorites for the main menu
3) select the main menu with the first menu
4) select the sliding menu with the second one.
6) Upload the 7 photos to the library
7) go page my page and in the right size of the editing page click set select figure photo or image
and repeat step 7 for each page that are going to be presented by the sliding navigation menu. Great!!!