Hi Mollie…. it should be there. When you download the theme, unzip the package, then in that is “extras” then inside that is another folder called “widgetkit” which has this structure:
extras/widgetkit/slideshow/preference
You might want to download the Preference Package again but if you still do not see it, contact me directly from the footer link of this page and I can send it to you. Although I just downloaded the theme to check this out and it was there.