Hi, I just installed this plugin today and found the same issue. I looked through the source code and found one "bug" on each of the CSS (wp-slick-slider/css/wpss_styles.css.php) and JS (wp-slick-slider/js/init.js.php) PHP files. The problem is on the first line of code after comment.
require_once $_SERVER['DOCUMENT_ROOT'] . "/wp-load.php";
This code is useful for the WordPress which are installed in the root directory (localhost), not for the sub-directory (localhost/blog).
I tried to use one of the WordPress functions get_bloginfo to get the WordPress installation directory:
But I think this function is used for the themes, not for the plugins since it cannot find the get_bloginfo function.
My solution is to use relative path to point to wp-load.php in the WordPress root folder:
Change this with the original line for both files and the plugin will be functional properly.
I really like this plugin since it allows not only the images as the slideshow, but I think it still needs improvement. For example, I'm having a hard time using this plugin to rearrange the order of the slides.