1) Go Pages > Add New and create a new page (eg call it Portfolio).
2) Now that you've setup your portfolio page - we're going to add some portfolio categories. Go to Portfolio Items > Portfolio Categories and add your categories.
3) Now we're going to add those portfolio items. So go to Portfolio Items > Add New and add some portfolio entries. Assign these entries to your portfolio categories (see step 2). You mentioned adding a slideshow to the portfolio entry and we'll do that here. On the Edit Portfolio Entry page scroll down to the "Add featured media" section and click upload. Yolu can now add as many images as you like as "featured images" to the portfolio entry. If you select more than one image Eunoia will create a slideshow. You can use jpgs or pngs and Eunoia will resize/crop them automatically if necessary. After you uploaded the images and configured the slideshow settings click the blue Publish button in the top the right of the Edit Portfolio Entry page. Repeat this step for all your portfolio entries.
4) Go to Eunoia > Theme Options > Portfolio and under "Which page should display the portfolio?" select the page you created in Step 1.
5) Continuing on that page select how many columns the portfolio should have (1, 2, 3, 4); how many portfolio items to show; which categories you want to show, if you want to show the title and excerpt; etc. Once done, click the green "Save All Changes" button.
6) Browse to your portfolio page, click refresh if necessary, and you should see your new portfolio item.