Its really not that hard. but its also not something you can easily accomplish just from the wordpress dashboard. you have a few options, but the basis of all of them, is that something in the template file showing those category posts, needs to know to display your slider. So you could,
1) create a template page that queries posts and says to display only posts of the category https://codex.www.ads-software.com/Function_Reference/query_posts#All_Posts_in_a_Category and also includes your slider. then just create a page for it in the dashboard, and publish. or,
2) what i was explaining above. basically, when you put a category into your menu, it displays all of the entries from that category when the link is clicked, using most likely, your themes archive template. So what you could do inside that template, is use conditional tags to determine if its the category or categories you want to display the slider for. https://codex.www.ads-software.com/Conditional_Tags . So the page would output different html say, if it were category A, vs category B, vs a tag or an author archive.
hope that makes slightly more sense ??