How to use Illustrator AI file to design a WordPress website

Exporting a sliced illustrator file is not the way to go to set up a WordPress website. This just exports a svg file or a html file with some images, but you wont be able to import that into a working theme or wp template.

The thing you want to do is create a custom theme, or create a layout using some page builder that would allow you to create a page like the above.

If you want to create a custom theme, you should start creating a html file with your layout. My advise would be to create a static html with css and images, and convert that into a working theme.

Some good starting points for developing themes can be found on wordpress.org:

https://developer.wordpress.org/themes/getting-started/
https://codex.wordpress.org/Theme_Development

Or, if you prefer a page builder you could check out some of them:
https://elementor.com/
https://www.wpbeaverbuilder.com/
https://www.elegantthemes.com/