I do not have that pathway on my WordPress admin sidebar. Under Appearance, however, I do have the customize option. Once clicked, under Customizing Slider Settings, I have Select Page for Slide 1, Slide 2, and Slide 3. It mentions a featured image at the top of this bar but gives no option to change. I do have a screenshot that I can send that shows my conundrum. I appreciate your help.
It seems that your are using the Creator World Free WordPress Theme
The Creator World is a free WordPress theme build in WordPress customizer whereas the Creator World PRO theme is built in more user friendly Theme Options panel. The PRO version contains lots of sections in home page for creating beautiful and professional website.
To customize the slider in Free theme
Go to Appearance -> Customize -> Slider Settings
Create the page for slider from wordpress dashboard
Slider Title manage from page title
Slider image manage from page featured image (default image size 1375px/560px)
Then select the pages from dropdown for slider
If you are still getting any problem, you can send your website URL and WordPress admin login details at email@example.com so we can setup slider in your website.