First of all you must create a slideshow.

As you can see from the above image, you can add as many slides as you want. If you want, you can add title, description or a link to any slide. Then you can edit, sort or delete each slide.

Also as of version 1.9 there are 2 slider types available:

You can see in the image below the difference between the 2 slider types:

After the slideshow is created you can use it in any page. Yes, slideshows can be used only in Pages. When editing a page there is an option to select a slideshow for the page as you can see in the image below:

Pilot offers ‘auto play’  options for  the main slideshow. The options are accessible from the ‘General settings’ tab.