Views Slideshow missing JS files
Only downloading this module does not work. It has dependencies. You have not installed the required JS filed which required by module. Those all are dependencies and required by module to work properly. Here is the step wise procedure for installing Views slideshow properly for D8.

In the procedure steps, if you read 4th step it states that,


  
  Download the latest version of the jQuery Cycle plugin place it inside the jquery.cycle directory. The filename should be:
  jquery.cycle.all.js
  


This is just example, follow all the steps properly then only this module will work properly.