In the Shadows pane you can choose the shadow you like for the slider.
You can also choose if you want to Show a shadow and if the shadow should be part of the slider or part of the image.
When the shadow is set as part of the slider it will be one single shadow for the whole slider. This shadow will also be fixed during animation.
If you are building a slider or a gallery with multiple images per slide placing the shadow on the image is a better option.
There is also a difference during animation depending on were you have placed the shadow. If the shadow is on the slider it will remain fixed during animation. Placing the shadow on the image will make it animate with the slide.
The option you choose depends on the look you want to create.