@Karin: Did you check in our Theme Instruction page at http://catchthemes.com/theme-instructions/catch-everest-pro/.
In Catch Everest Pro theme, you have option to select “Post Slider, Page Slider, Category Slider and Image Slider”. So, if you want to add page or post slider then you need to add page or post IDs. For category slider, you need to select category and for image slider, you need to upload the image.
First, go to “Appearance => Theme Options => Featured Slider => Slider Options” and select the slider type. For example: select “Image Slider”.
Then you will get “Featured Image Slider Options” where you can upload the image. See this screenshot http://www.pinterest.com/pin/548594798329509357/