@Viktoria: I see that you are using Catch Kathmandu Free Theme which only have option to use Featured Post Slider or Featured Category Slider. This slider is created to highlight the post. Did you check in Theme Instructions page at http://catchthemes.com/theme-instructions/catch-kathmandu/.
1. First, you need to create post and add in the Featured image in your post.
How to add Featured Image in Post?
* Open the editor of the post where you want to display image, and locate the Featured Image module in the bottom right corner under Page Attributes. Click on Choose a Featured Image.
* Then you can either upload the image from your computer or select the existing image from your media library and click on Set Featured Image. Click to view screenshot
2. Then you need to go to “Appearance => Theme Options => Featured Slider” and in Slider Options, select Post Slider or Category Slider.
3. If you choose “Post slider” then you need to go to “Appearance => Theme Options => Featured Slider => Featured Post Slider Options” and simply insert the ID numbers for Posts in the boxes, one Post ID number in each box. Click to view screenshot
But if you choose “Category Slider”, then you need to go to “Appearance => Theme Options => Featured Slider => Featured Category Slider Options” and select the category.
4. Click on Save Changes button
But if you want Featured Image Slider where you want independent image slide then you need to upgrade to Pro version. See the Catch Kathmandu Pro version theme instructions at http://catchthemes.com/theme-instructions/catch-kathmandu-pro/