This feature comes native with X. You just have to add a section to a page in Cornerstone then set the page's background image and enable the parallax option so that the image will have a scroll effect.
If you want a fullwidth page, please make sure to set the Page Template to Blank No Container - Header, Footer.
You can do this by adding another section and add a The Grid element in the section.
As for the slider, you can install Revolution Slider that comes with X and create a slider using it and add it to the page the same way you added The Grid.
Hope this helps.