How to control on which pages the Aldehyde theme’s main slider is shown?

This cannot be configured in the theme settings. You will need a bit of coding:

  1. In your WordPress backend, with the Aldehyde theme set as the active one, navigate to “Design → Editor”.

  2. In the “Templates” column on the right, select slider-nivo.php.

  3. You will find that the first non-comment line looks like this:

    if ( … && is_blog() ) :
    

    Change the condition to meet your needs. You can use the is_page() function to make the slider show on pages with the given page slugs / IDs:

    if ( … && is_page(array('page1', 'page2', 21, 23)) ) :
    
  4. Of course for a clean solution, put this change into a child theme.