Hope you are having a good day and thank you for your question
You can still use the same file for demo import, there is no separate file or data for a slider or for a menu because they are in one file
Hm… dont know whats wrong with the import, if you can please reset curent installation and try again, otherwise slider is postbased, this emans you can configure it again withouth demo import, same can be said about the menus you can create reall menu for your website