You’ve actually linked to the same page twice, so we can’t see the slider. But what you describe sounds about right. You just need to make sure which file holds the relevant code for that part of the template.
It seems to be a script called TMSlider, but I can’t find it online, so I’m not sure if it’s free to use or not. Anyhow, three scripts on that page control it:
If you view the source code of the page, you could grab the HTML for the slider, and also the CSS styles. And the scripts are there before your eyes, too. But different bits will go in different places in WP, You could link to all of the scripts just before the closing <body> tag (so find the template for that) and set up the gallery code in the template that holds that part of the page. (I’m not all that familiar with WP any more, I’m afraid.)
Please take a look at: http://www.drostdesigns.com/DEV/
I got the slider to appear on the page but the images and text don’t appear even though I used full paths for the javascript, css and image files.