Hi, bdm55.
To create your own images for the “4 Column – Home Page” slideshow you need to open the Slide Show (4 circles).psd file in Photoshop and use that template to position your own images in the circular areas. When you Save for Web the separate slices will get saved as individual PNG files and it is these files that you use as slides in your 4-column slideshow.
In the Design > Slide show folder we’ve also included a Slides (990×300).psd template and a Slides (990×435).psd templates that you can use as starters for normal single column slides.