Hi,
You can use whatever document since the important thing are are the
document attachments. So, you can have a document in the tree called lets say "carousel" and you will set the path to this document - in the carousel web part. then, you will attach the images to this document you want to be displayed by this web part.
I would recommend to install e.g. a local copy of the CMS and import the sample Corporate site - in this site you can see the examples and pre-defined things so you can take inspiration from here. There is also a whole Examples section where all the web parts are used and configured in some way so you can see how do they work and how to configure them.
Best regards,
Juraj Ondrus