@debharrison, I believe this is more of a slider specific question than an ACF question.
Elliot has an example listed here for using flexslider: http://www.advancedcustomfields.com/resources/field-types/gallery/#wpshdo_3
http://flexslider.woothemes.com/
If the ACF is functioning and all you need is that click feature, I’d suggest looking into you sliders API for that feature or creating one.
Hope that helps!