I have used similar skins. The one complaint I have agains skin designers is that their "documentation" often falls flat, particularly when it comes to fancier items that are included.
You should start by asking the skin developer for some help. Did they provide documentation?
Often, the "sliders" included in skins are jquery packages (from someone else) included in the skin, along with some integration. If you can find the source for the jquery package, you may find some demo sites, documentation, etc.
For BestDNNSkins' Flex Slider, Slide Pictures example, poke around in the page source and you'll find a reference to /Portals/_default/Skins/Simple/js/jquery.flexslider.min.js. If you open the file, you'll see that it is:
* jQuery FlexSlider v2.2.0
* Copyright 2012 WooThemes
* Contributing Author: Tyler Smith
So, if you Google "Flexslider WooThemes" you will turn up lots of references to the jQuery plugin.
Digging further on the demo page, you'll find this code inside of an HTML module:
< div class="flexslider">
< ul class="slides">
< li>
< /li>
< li>
< /li >
< li>
< /li >
< li>
< /li >
< /ul>
< /div>
This is a rather typical structure, where the "slides" are images in list elements in an unordered list. The list is wrapped in a div with a particular class, flexslider. If you dig a little deeper, you'll probably find that the flexslider code operates on divs with that class.
So ... all that you need to do with drop that code into an HTML module (in the HTML mode), and the slider should start right up, provided that your skin load the flexslider jQuery file.
But ... start with the documentation ...