To create an image slider please choose the appropriate type in the slider settings. As the source files you can choose either files individually or the whole folder. Additionally, you can choose the image size and enable the full-size view in a lightbox.
Instead of the default dots pager you can also enable the thumbnail pager which will automatically create the thumbs out of the source files in the desired size:
In the frontend the slider will display the images and the thumbnails pager beneath it: