Installing a Slideshow in your WordPress theme.

dumb whitespaceAdd the Plugin Add your prefered Slideshow plugin. Personally. I prefer Slideshow, written by Stefan Boonstra.
Add New SlideshowAdd your new slideshow..
Build the new slideshowName the slideshow for easier identification later, begin to select the style and begin installing each slide. You can select an Image, add text or add a video slide.
Navigate Slideshow settingsBegin your selections - navigating through your preferences. For example; some like to offer forward and reverse navigation arrows to their users. You can select a responsive mode allowing it to resize each slide for visitors using mobile and hand-held devices which have smaller screen sizes.
Navigate remaining Slideshow SettingsYour final steps in settings up the slideshow...
Deploy your workTime to deploy! Chose your shortcode:

If you plan to have your slideshow appear in a page or a post, select the first shortcode.

If you plan on it to appear in your theme's skin, such as in the Header or in the Footer are of the page, you chose the second shortcode.