When you have an exported slider, which you would like to also have on another site, then you can use the built-in Import tool. Using this tool is quite easy.
You need to navigate to your slider list (Components / Creative Slider), and in the top bar you will see 3 buttons. Click on the Import Sliders button, and a popup will appear, where you can browse for the .zip package. After that click on the Import Sliders button, then after a moment the newly imported slider will appear in your slider list above.