Hello, one of the core principles of skeletal animation relies on parenting the images - in the case of Spine, through the slots - to the bones that should control them.
You did well in creating a skeletal structure, but you also need to parent the images to the bones if you want the images to follow the bones.
To solve your problem, select a slot and drag it under a bone, or select the slot, press P and choose a new parent bone.
This will parent the slot and the images it containts to the bone and give you the ability to control the image by moving the bone.
