The showcase slider (the one that you have in the home page) does not display any content except the fullscreen slider. 

You can add slides (and their captions) by adding new items under Portfolio section in admin and set the hero image for each of them.

The standard we use is to have 1600px width for full-width images and 800px width for thumbnails

If you are using Adobe Photoshop, we recommend saving images with 60% quality.