Some sliders work off of a standard ul/li list structure, which conveniently many menu systems also use. Basically, each submenu structure is setup to work with a slider script. This is mainly a matter of assigning the proper class or ID and initiating the slider script.
You mainly need a slider script that works off a ul/li HTML structure and a menuing system that can include images within each li item. Probably the trickiest part is working up a user interface that allows for easy image assignment.
The good news is that site is a WordPress site, so all of that should be already available as a plugin. The site uses Slider Revolution. I couldn’t say how much is customized and how much is built in functionality or due to an extension. I can’t even guarantee that Revolution is used for the menu, maybe it’s used elsewhere. I’ve little experience with this plugin.
For better information and less speculation, you should ask specific questions of the Revolution sales staff.
