The very first scene of your game should include the Database Loader. If you have this added to your scene behaviors, you will see two lists on the right hand side: Equipment Slot Names and Initial Party. If you haven't already guessed, Equipment Slot Names is where you create the slot names. Now, you don't have to start off with an initial party, but you MUST start off with Equipment Slot Names.
To add equipment slots to your game, simply click on the + on the left-hand side of the Equipment Slot Names and select Text as the type. Then in the space provided type in the name of your equipment slots. The first slot should always be the Weapon slot, or whatever you want to call it. The other slots are all for armors (accessories, rings, so on). It should be noted that when creating armors, you should set the Slot Type field to match the equipment slot name. For instance, if you create an armor and set the slot type to "Chest," then in the Equipment Slot Names field you should have "Chest" in the list. This is used in the Equipment Menu to sort the armors.