You can use advanced post slider shortcode to put a slideshow at sidebar. Check the following steps.

  1. First make sure that you can use shortcode at text widget. If not put the following line of code at your ‘functions.php’ file to enable shortcode for text widget.
    <?php add_filter( 'widget_text', 'do_shortcode');?>
  2. Take a text widget and use the slider shortcode