Before you start with setting up your shop site, you need to install WooCommerce plugin: http://wordpress.org/plugins/woocommerce/.
As this isn't a WooCommerce theme, but a theme that supports and is visually styled to fit the plugin we will not explain how WooCommerce plugin works. More about setting up your shop and using WooCommerce plugin, please read here: http://www.woothemes.com/woocommerce/
A. How to add content to the Shop Page?
Add a slider and content inside the editor if you want to have it like in the demo.
Shop page automatically lists products that you add inside the WooCommerce - Products