It seems perfectly reasonable to presume content slider has the ability to create pop up messages for a site, or am I wrong?

nope not possible,, what do you want the message to show

You can place a container on the slide,, that can contain text /image /button etc, that can fade in/out/slide in etc, and you could make the animation timings so it comes into view after the slide has loaded not what I would class as a pop up exactly but it might do the job (whatever the job is )

Take a look at some of the templates,, Animal Shelter might have sort of the effect .....Present Animated also and Click Action
Just to give you an idea that you may be able to adapt for your requirements