Hi There,
That is a Revolution Slider above the Masthead.
First of all you need to install the Revolution Slider Plugin.
Than you need to create a slider. Other good choice is to download one of the demo sliders Revolution offers and Import at your Revolution Slider than customize it. You can find some really nice sliders at this link:
https://revolution.themepunch.com/free-slider-exchange/
Once ou have your slider setup.
On the page you would like to activate the slider, for example, your home page, you need to click EDIT on your WP-Admin Bar (or trough pages, Edit page) and scroll down until you find Slider Above Masthead and change it from deactivated to the slider you want to use above the Masthead.
I hope that helps,
Joao