Hi there,
Thanks for writing in! You can export your slider as zip and import again using this feature. However Themepunch allowed to download the zip version of demo sliders but on updated veriosn (v5.x) they took off this and integrated the import option inside slider editor.
Follow this to start with a demo slider – http://www.themepunch.com/revslider-doc/first-steps/#demoslider
Hope this helps.
Cheers!