What software can we use to create this slideshow video I am trying to create this video using adobe premier pro. 


                
            

In each slide, I will have 3 different images slides in with different effect and timing.

However, it is a bit complex for me and I found difficult to change photos in slide, as I need to cater the motion effect, size, of other two images in the timeline.

I had tried window movie maker, it is very simple but it seems that it only allows transition of one whole image. I can't freely adjust the 3 different images to slide in with different angle, speed, stay on time, and fading effect, and stay on one screen.

May I know is there any other software that can produce the similar effect as in the video?
You should give a chance to Sony Vegas 8 or newer. In Sony Vegas you can place as many images as you wish and make it "fly in" or "fly out" over a background which can be a solid color, gradient (both self-generated) and/or a background image.

The process itself is quite easy. You set the background in the timeline for the duration that you need. Then simply add as many tracks as you need for each image that you wish to get animated over the background, place the item in the timeline, enter the "Pan and Crop" function of the timeline and create the movement that you wish. 

See this video for a comprehensive explanation about the Pan and Crop function in Sony Vegas.


                
            

In Sony Vegas you can create per-track and/or per-event motion by using the proper tools.

If you are using Linux you may find KDEnlive as a good alternative for Sony Vegas.

Good luck!