For displaying the contents in the featured section, you can follow the following step to setup featured contents.

• Go to Appearance>Customize

• Now, go to Featured Section Settings>Featured Contents
• Select the Post/Page 1, 2, 3, 4, and 5 from the each drop-down box. (if you have selected Post/Page from the drop-down box of Slider Type)
• Click on the Publish

• Select Category as Slider Type from the drop-down box.
• Select the Slider Category from the drop-down box.
• Click on Publish