First of all you must create a slideshow. Create your Slideshow by going to Slideshow -> Add New.
As you can see from the image above, you can add as many slides as you wish. If you want you can add title, description or a button to any slide. You can also edit, sort or delete slides.
The size of the slides images can be set from Image size settings. The recommended size for Slideshow images is 1170xX , where X is the height in pixels – it depends on proportions you want for the slideshow. In order to avoid cropping the image, use images of the size proportional to the one specified in these settings.
After you have created the slideshow you can use it on any page. Yes, slideshows can be used only on Pages. When editing a page there is an option to select a slideshow for the page as you can see in the image below: