The slides that you see in the demo are just images, there is no text – http://demo.appfinite.net/epik/wp-content/uploads/2013/08/slide-2-1140×400.png
You can still add text using the Genesis Slider or any other slider, but the Genesis Slider won’t look as customized as the image. The images were made in photoshop for demo purposes.
The link that you posted is also an image at the moment.
If you want to use a slider that you can customize to appear like the images, I would search for one that has more options that will enable you to do this……sort of like the slider that comes with this theme – http://demo.appfinite.net/ally/