I had the same problem when I first used the plugin….
After you find the template you want to use, you will see the slider already filled with the demo images.
You need to look underneath the images and there will be a menu that says:
Background / Video and link / slide info / misc.
This plugin is using “background” as the image. So, you need to click the delete icon ( garbage ) then click the add button and it should take you to your media gallery where you can choose an image or upload.
After you have your image, you can click the other tabs to fill out the image information, link, etc…