Imported “personal” demo, but no slideshow?

Hello, have you installed the necessary plugins for the Personal demo before the import?
https://docs.oceanwp.org/article/52-importing-the-sample-data#plugins

Ah, yes, sorry. All plugins installed.
Do I need to put the shortcode somewhere or should it automatically show up?

If there is no shortcode, add it by editing your page and add it where you want in the Shortcodes tab of the OceanWP Settings metabox.

I’m only using the default recent posts for front page. Where does it need to go?

You need to create a blog page, then you will be able to add a shortcode or you can add your shortcode via the Ocean Hooks extension and select Home as conditional logic.