I see it in premium themes and D6 themes (demo). I would like to use it on my site.
Yes. There obviously isn't a Drupal 7 module for this yet (http://drupal.org/project/kwicks) but you can always just include the jquery plugin in your own theme / block implementation and roll your own slideshow.
Actual implementation of this would depend on what you are trying to do but according to the Kwicks documentation, all you need is to apply the kwicks js to a simple unordered list like this
<div id="example1"> <ul class="kwicks"> <li id="kwick1"></li> <li id="kwick2"></li> <li id="kwick3"></li> <li id="kwick4"></li> </ul> </div>
So one (module-less) way you could do this is is to create a content-type of whatever it is you want to be in this slider, than create a view of these nodes with a style output of HTML list. In your views header, add a tag to include the kwicks code in:
and then whatever jquery config you need to make the slide show, ex:
and output it as a block / page to place it where ever you want on your site.