Thanks for writing in! The slider in the standard Integrity demo 1 is not available for download. This was explained in detail in our knowledge base article: https://theme.co/apex/forum/t/setup-demo-content/56
You may recreate those elements using Revolution Slider which is a bundled plugin with X. You can installl the Rev Slider plugin in X > Validation > Extensions. To know more about this plugin, please check this out: https://theme.co/apex/forum/t/extension-revolution-slider/71
Once you have created the slider, you can apply it above your masthead. The video in Integrity demo 1 is a background video over the transparent layers in the slide. To know more how you can make use of sliders for the masthead in the theme, please check this out: https://theme.co/apex/forum/t/features-sliders/97/1
If you want to add a header video in the slider, please follow the instructions from this old thread: https://theme.co/apex/forums/topic/header-over-video/#post-612599
Hope this helps.