You can find the slider settings at Appearance->Theme Options under the main tab. You have to enable the slider with the Check if you want to enable slider checkbox. You have to choose a post category where the slider posts are located, and you can set up the number of slider you would like to use. If you need to create one, you can do that from a New post on the right side. Make sure that the slider posts have their featured images uploaded properly.
Let me know if you were able to set it up. If you need any help, just feel free to drop a line here and I am happy to assist you.