This has nothing to do with ZX Slideshow. You have an error somewhere in your other files, probably tpl_main_page.php or html_header.php which is causing the layout to break. This is very likely incorrect file encoding or something like that. I'd suggest comparing your files to the original file set to see what went wrong.

As for image size, no, size is up to you. Slider is responsive so it will adjust image width to the parent container size, but it IS recommended to prepare images before uploading and make sure you use images with the exact same dimensions. If you use different size images, the slider will automatically adjust images, both width and height, so the content below it might seem like it's jumping up and down with each slide.