Steps to set up the header slider;
1. First of all you need to install Slider Revolution plugin which is a premium plugin bundled in your theme package or available here https://revolution.themepunch.com
2. Then set up the slider referring the following video tutorial; https://www.youtube.com/watch?v=V-ZvH9dBEz0
3. After saving changes now you can also select the header styles inside customizer.