Hi Anja, here are the steps to adding a slider to Vagabond, like on the demo site:
How to add a Featured Image Slider
1. Navigate to Appearance → Customize → Featured Content.
2. Enter the name of a tag.
3. Click the blue “Save” button at the bottom.
Next, if a post you want included in the slider has a featured image, give this post the tag you just added in your “Featured Content” settings. For best results, make sure your image is at least 660px wide.
You’ll find the full Vagabond setup guide here:
http://theme.wordpress.com/themes/vagabond/support/
Just let me know if you need further help.