Dear Wailintun, this is knonwn for the Slider or S3Slider, try to google them and you will easily find the free source code for it. It's not difficult, try to understand it before the copy paste ;)
that looks like a simple fade slider, there are many tutorials that you can find on those. Try google first.
Thanks a lot bros!
Do you have any other questions about making a slider?
Maybe you forgot to include the jquery library
write this before closing the head tag .