It is possible that your slider stores the pictures included in the slider as an option. In that case, the wpml-config.xml will be the solution.
Do the pictures of the slider appear in the media library? If yes, did you translate them? Are you able to choose pictures from the media library (instead of uploading them) to put them in the slider? If all of this is ok, did you try to put both English and Spanish in your slider? With some themes, it works.
Maybe, you can get more information from the theme author.