Well, if you do not have any posts with images, where from the slider slide images from?
Please first at least have 5 posts with featured images, these posts must be assigned to some categories. Now if you check the slider options you will find them listed.
Working demo: http://demo.themonic.com/io-pro/
once you have some posts with featured images published, go through the docs again and you will get it to work in no time.