The pencil edit icon beneath each slide image will open a window that allows you to set or change the slide title, caption, button text and button URL. Alternatively you can click on an existing title or caption to open this interface.
To use simple enter what you want to appear on your slide. Leaving a field empty will cause that element to not appear on your store. The different fields have limits to their length.
The button allows you to create a link to somewhere on your store. This can be a listing page or product. Simple navigate to the page you want to link to, copy the URL in the head of your browser and copy it into the Button URL field. For this field it is important to ensure the URL is prepended with http://
When you are finished making your changes click the save button. the main interface should update to reflect your changes.