I think what you’re looking for is a tutorial on how to use some front-end parts of jQuery, a javascript library, to slide through images that exist in an array of links that is loaded at some point immediately after the page itself loads.
I’m not a ModX guru by any means, heck, I just started a week ago, but slapping jQuery on a resource is surely going to be exactly like building it into an html document. Once you start to get better bearings in Manager, you can look at separating it out into a logical segment (a "chunk", maybe, I’m still new at this myself).
http://www.webanddesigners.com/15-jquery-slideshow-and-plugins
There are plenty of free tutorials on the web to make slideshows that are far better than the one you linked to on that site, imho. If you blow through some tutorials, you’ll be able to build something close to what you want, fit each category (as on the example site) into a resource page, and use the "wayfinder" plugin to automatically generate your navigation links.
Best of luck to you, I hope this helps; at least you know what it is now so you can google a bit in your spare time.
