You should find the cf.zip slider in the theme files,
I’ve uploaded another one for you here http://support.creiden.com/wp-content/uploads/2014/08/CF.zip
Regarding the header builder, you can follow this document http://docs.creiden.com/circleflip/header-builder/
I would like to note that the you can either have the header builder, or one of the headers from the theme options.
If you would like the header builder, then in Theme Options >> General >> Header make sure you check the first option “use header builder”.
Other wise, un check that option, and select one of the headers displayed.
Either way, you would need to create a menu from Appearance >> Menus
and give it a position of Main Navigation
as well as add a logo at Theme Options >> General >> Logo
Let me know if you need any assistance with the above