How can I activate and trigger a Slick Menu?

Slick Menu is completely independent from theme menu locations. Assigning a Slick Menu to a theme menu location will not have any effect.

So, you have created a wordpress menu, then what ?

First, you need to activate the menu as Slick Menu, then you need to create a trigger to open that menu. 
You can trigger a menu by using one of these methods:

• Hamburger trigger (Top Left or Top Right) . 
  This trigger will be shown on all pages by default.  
  http://d.pr/i/BjVY
  
  Responsive Visibility Options available 
  • Show on all
  • Show on mobile only
  • Show on desktop only 

• Menu to Menu trigger method. Basically, from your regular theme menu, you can insert a menu item that will act as a Trigger to a Slick Menu. This is useful if you wish to create different Slick Menus for different pages. If your theme allows you to create different menus per page, then you can insert a different trigger for different pages.  
  http://d.pr/v/HfSU
  
  
• Custom Trigger. Assign the predefined menu trigger class to any of your page elements (link, button etc..) and it will become a trigger for that specific menu. OR if your existing page element has an ID or CLASS, use theCustom trigger field to insert your element css selector. 
  http://d.pr/i/haz8
  
  
• Programmatically Trigger a menu using the Javascript API  
  http://slickmenu.net/developers/
  
• Using Elementor! 2 Widgets available. Trigger Button & Trigger Icon 
  https://d.pr/i/BdXUzL