Simple slider application

I am very interested in using a Bokeh slider for one of my data visualizations. I would like to have the slider move through a sequence of saved images. Since movies in Python are normally saved as frames and then played back, this would allow for that “movie” to be progressed through using the slider.

I have looked at http://bokeh.pydata.org/en/latest/docs/server_gallery/sliders_server.html. However, I am having trouble seeing how I would set up a slider to move through saved frames.