It is quite easy to incorporate slideshows made with other software in Sandvox generated sites. One way might be to link to an external slideshow, such as one hosted by jAlbum, but you might also prefer to build the slideshow as part of a page; this is where WOW Slider comes in handy. WOW Slider offers a free version, the only restriction of which is that you cannot define your own watermark and you are forced to use a small "WOW Slider" watermark. For a small fee, of course, you can place your own watermark, or elect to have none at all.
I shall demonstrate just a few slideshows made with WOW Slider, but please understand that there are so many permutations of options, that it is simply not possible to show all of the possibilities of this wonderful little utility. The best is to download it and spend a few hours trying it out for yourself. My only criticism of WOW Slider is that it presents an ugly Windows-like interface.
Anyway, here are some examples. There is also a page in which I attempt to explain how to incorporate a WOW Slider slideshow into a Sandvox page (don't worry, it's not too difficult!).