Welcome. This is just a <header> with position: fixed
Welcome to La Salle.
Student Union.
Christian Brothers residence.
Japanese Tea House.

The documentation is here for the jQuery version of the Nivo slider. Looks a lot like the one here, for example.

There's also a WordPress plug-in version. Watch the video, but notice that it has errors, and doesn't match the current print version (!). Most important is that you will need to add a wrapper div with a class of .slider-wrapper. Then I added some CSS to my page to center it and make it smaller. If you use themes that wrapper div will look like this,

<div class="slider-wrapper theme-dark">

e.g. with the dark theme. Note a space here means you are applying multiple classes to the same element.

Also, the text says to Hook up the slider with the jQuery function call in the <head> but it should go at the end of the body right before </body>. It might not work at all in the <head> and in any case you need to have crawled the DOM before you try to run the script, generally the best practice with jQuery.

Q: How is the slider script called (started)? And how did I make the header (HTML5, position:, z-index, negative margin, etc.)?