Firstly, navigate to your list of Slider items.
On the right-hand side above your list of Slider items, you'll see a blue button that says '+ Add new Slider item', click this and you'll be redirected to adding a new Slider item.
This will redirect you to your Slider's Standard Fields.
Once you have filled out these fields, click save.
Your new Slider items will appear in your list of Slider items.