Well, for example with the flash one, just use an FTP program to open up your site directory, stick on the flash file with the XML in your template directory. Then create a new template for a home page and stick in the embed code for the flash.
They’ll give you tutorials for inserting them into a site. With wordpress, you just have to know how your themes are structured. So if you want a slideshow in the header, then open up header.php and tweak it around etc, maybe duplicate the twenty10 theme and replace the header code with a slideshow.