I assume you are using Studio Pro, if not I don’t think you will be able to add a new widget.
The following link gives you instruction on how to add a new widget through Studio Pro: https://docs.mendix.com/developerportal/app-store/app-store-content (see paragraph 4.1)
Reading your question, it seems like you downloaded the mpk file from the browser to your computer, it is easier to have it downloaded directly into your project by going to the AppStore from within Studio Pro. Alternatively, you can copy your slider.mpk file to the “widgets” folder of your project directory.
Once the widget is loaded in your project, you can find it in the toolbox on the right (if you added the widget manually, press F4 in Mendix Studio Pro to update the list of widgets first), or you can right-click on the page you want to add it to and select “Add Widget”.
I hope my comments are clear, if not the Mendix documentation should help ;)