Read this article only if you're installing the plugin for the first time. If you're updating from a previous version, please skip to the 'Updating the Slider PRO plugin' article.
After you download the package from CodeCanyon, you don't need to upload the entire zip package. Unzip it and inside you will find slider-pro.zip, which is the actual plugin that needs to be installed. To install the plugin, go to Plugins -> Add New -> Upload -> Browse, select the slider-pro.zip file and then click 'Install Now'.
After the plugin is installed and activated, you will see the Slider PRO menu in the admin sidebar.