What exactly are you trying to do in some more detail please. If your simply trying to make sure your pics are saved and links wont change when you update the theme. Let me reassure you this will not be changed when you update any way.
How ever if you are making changes that are more technical like changing the sizes of the pictures in the sliders then your still in the same boat.
If like i suspect your redirecting one of the sliders to a external site or a none Word Press portion of your own site. Then to save these changes use the Page Links To Plugin this is actually recommended by the themes creator Wayne. If you use this you can set up your sliders like you normally would and then your external or internal links with the plugin and you wont loose them during an update.
Finally refer to this link for instructions on setting up a child theme for sliding-door
