Feature Slider (Hero Theme)

Hi I’ve just had the Hero theme installed and am working my way through it. I am however stumped on the feature slider. I’ve followed the instructions that come with it, but can not find where to set the keyword for the featured header. It tells you use the featured content option under appearance and select the tag there. But there is no option. I’m new to this so there is every chance I’m missing something simple. Web address https://www.chalkstar.co.uk.

Any help very much appreciated.

Chalky