You use the Instagram widget http://prntscr.com/itv1xz that shows images in the grid and this is correct behavior for the widget. If you want to have the slider, you need to create a static block with the Instagram element inside and add this block in Prefooter widget area. Please check http://prntscr.com/itv4zg > http://prntscr.com/itv567 > http://prntscr.com/itv5dy
Regards