The slider can be published in posts and pages, in widgets, and also in PHP code.
In posts and pages you need to use the shortcode provided in the Slider Pro -> All Sliders page, like this:
In PHP code, you need to use the
do_shortcode() call and provide the actual shortcode as an argument, like this:
<?php echo do_shortcode( '[sliderpro id="3"]' ); ?>
Note: When you add the slider in PHP code, the plugin won't be able to detect the presence of the slider there so it won't be able to automatically load the necessary CSS files. Because of this, you need to go to the Slider Pro -> Plugin Settings page and set the Load stylesheets setting to On homepage if you load the slider on the homepage or to On all pages if you load the slider in other pages.