I've made a slideshow as follows:
Named the new slideshow 'home-slideshow'.
Uploaded 5 slides and selected 'home-slideshow' for each.
In Settings, I set the width to 700 and height to 360 (the size of the slides), left the width set to Fluid in the right column and unticked 'Display navigation buttons'.
I put the shortcode [cnhk_slideshow name='home-slideshow'] into the editor window for the home page. I can't see anything else I need to do.
The slideshow does not appear in the home page - presumably it works on pages as well as in posts?