How can I show a slider inside the lightbox?

Our  lightbox can show three things: image, video or iframe. So if you want to show a slider, the only way you could do that is by using the iframe version. 

This means, that you could use the  Export slider as HTML option, upload the unzipped files and folders into a folder to your ftp, and then use the url pointing to the index.html file at your lightbox's "content list". For example:

Another way you could achieve this if you publish your slider in a page and put the link of this page to the lightbox's "content list". E.g.:
Probably you will have to create a minimal template: otherwise the theme will put other content there.

If you're using the WordPress version of Smart Slider 3 update to 3.3.20 and after that you can also enter the ID of your slider to the Content list field.