the documentation is referring to the slider custom post type of the theme using the theme name, we will improve our theme documentation if it is confusing.
also you will have to add the slider posts or other custom post types content. they do not come with the theme, every client has a different approach to write their content.
if you would like to have the demo content that we use for our demo website then let us know we will send you the file to import and then you will have to import it using wordpress tools which has a default wordpress plugin to import the content. then all the data will be seen in the slider and other post types.