How to create a static overlay which is above the slides

Be sure to update your Smart Slider 3 to 3.3.0 or greater to have the same interface.

You can add a static overlay from the dropdown list of the Add slide button if you have at least one other slide in your slider:

And the layers you will put on this slide will be always over your other slides without moving away, while the other slides can move behind it. 

You can see this behavior on these sample sliders, where the texts and buttons were put down into static overlays.