[Plugin: Header Slideshow] Is not working

I have installed this program according to the directions, uploaded the new xml file with the urls of the images, and added the images. Is there something I am supposed to do to the header (Appearance > Header)? The slideshow is not working, I don’t know what else to do.
Thank you for your help.

https://www.ads-software.com/extend/plugins/header-slideshow/