@Stefing: I think you didn’t read instruction clearly. You are not supposed to edit any core theme files and replacing the image from FTP in a bad method and you will loose your image once you update the theme. As all the core files edited will be reverted back when you update the theme.
I see that you are using Catch Everest Free theme. In our free themes,you only have option to user Featured Post Slider from “Appearance => Theme Options => Featured Post Slider”. For this, you first need to create a post and add the Featured Image in your post. As this featured image will be used in slider image. Then you need to get the Post ID and add it in “Appearance => Theme Options => Featured Slider => Featured Post Slider Options”. See this screenshot on how the IDs have been added http://www.pinterest.com/pin/548594798329984427/