 ```python
import urwid
import argparse

# Parse command line argument for LCD display connection
parser = argparse.ArgumentParser()
parser.add_argument('--lcd', type=str, help='Connection string for LCD display')
args = parser.parse_args()

# Define custom characters
check_box = '☑'
uncheck_box = '☐'
radio_button = '⚪'
filled_radio_button = '◼'
progress_bar_empty = ' '
progress_bar_full = '█'
menu_arrow = '→'

# Define slider control
slider_width = 10
slider_range = 100
slider_map = {
    0: (0, ' '),
    25: ('|', '|'),
    50: ('/', '/'),
    75: ('-', '-'),
    100: ('\\', '\\')
}

class Slider(urwid.WidgetWrap):
    def __init__(self, value=0, min_value=0, max_value=100):
        self.min_value = min_value
        self.max_value = max_value
        self.value = value
        self.w = urwid.Slider(value, min_value, max_value, slider_map, slider_width)
        urwid.WidgetWrap.__init__(self, self.w)

    def set_value(self, value):
        self.value = value
        self.w.set_value(value)

    def get_value(self):
        return self.value

# Define menu options
class MenuOption(urwid.WidgetWrap):
    def __init__(self, label, on_select=None):
        self.label = label
        self.on_select = on_select
        self.w = urwid.Button(label)
        urwid.WidgetWrap.__init__(self, self.w)

    def keypress(self, size, key):
        if key == 'enter' or key == ' ':
            if self.on_select:
                self.on_select()
        return super(MenuOption, self).keypress(size, key)

# Define display settings menu
class DisplaySettingsMenu(urwid.WidgetWrap):
    def __init__(self):
        self.w = urwid.Pile([
            urwid.Text(('bold', 'Display Settings')),
            urwid.Divider(),
            urwid.AttrMap(MenuOption('Brightness', self.on_brightness_select), 'button'),
            urwid.AttrMap(MenuOption('Contrast', self.on_contrast_select), 'button'),
            urwid.AttrMap(MenuOption('Back', self.on_back_select), 'button')
        ])
        urwid.WidgetWrap.__init__(self, self.w)

    def on_brightness_select(self):
        # Implement brightness adjustment logic here
        pass

    def on_contrast_select(self):
        # Implement contrast adjustment logic here
        pass

    def on_back_select(self):
        # Go back to previous menu
        pass

# Define cursor settings menu
class CursorSettingsMenu(urwid.WidgetWrap):
    def __init__(self):
        self.w = urwid.Pile([
            urwid.Text(('bold', 'Cursor Settings')),
            urwid.Divider(),
            urwid.AttrMap(MenuOption('Style 1', self.on_style1_select), 'button'),
            urwid.AttrMap(MenuOption('Style 2', self.on_style2_select), 'button'),
            urwid.AttrMap(MenuOption('Back', self.on_back_select), 'button')
        ])
        urwid.WidgetWrap.__init__(self, self.w)

    def on_style1_select(self):
        # Implement style 1 selection logic here
        pass

    def on_style2_select(self):
        # Implement style 2 selection logic here
        pass

    def on_back_select(self):
        # Go back to previous menu
        pass

# Define LED settings menu
class LEDSettingsMenu(urwid.WidgetWrap):
    def __init__(self):
        self.w = urwid.Pile([
            urwid.Text(('bold', 'LED Settings')),
            urwid.Divider(),
            urwid.AttrMap(MenuOption('LED 1', self.on_led1_select), 'button'),
            urwid.AttrMap(MenuOption('LED 2', self.on_led2_select), 'button'),
            urwid.AttrMap(MenuOption('Back', self.on_back_select), 'button')
        ])
        urwid.WidgetWrap.__init__(self, self.w)

    def on_led1_select(self):
        # Implement LED 1 adjustment logic here
        pass

    def on_led2_select(self):
        # Implement LED 2 adjustment logic here
        pass

    def on_back_select(self):
        # Go back to previous menu
        pass

# Define about menu
class AboutMenu(urwid.WidgetWrap):
    def __init__(self):
        self.w = urwid.Pile([
            urwid.Text(('bold', 'About this Demo')),
            urwid.Divider(),
            urwid.Text('This is a demo of a user interface for a Crystalfontz 635 LCD display using the urwid library in Python.')
        ])
        urwid.WidgetWrap.__init__(self, self.w)

# Define main menu
class MainMenu(urwid.WidgetWrap):
    def __init__(self):
        self.w = urwid.Pile([
            urwid.Text(('bold', 'Main Menu')),
            urwid.Divider(),
            urwid.AttrMap(MenuOption('Display Settings', self.on_display_select), 'button'),
            urwid.AttrMap(MenuOption('Cursor Settings', self.on_cursor_select), 'button'),
            urwid.AttrMap(MenuOption('LED Settings', self.on_led_select), 'button'),
            urwid.AttrMap(MenuOption('About', self.on_about_select), 'button'),
            urwid.AttrMap(MenuOption('Quit', self.on_quit_select), 'button')
        ])
        urwid.WidgetWrap.__init__(self, self.w)

    def on_display_select(self):
        # Go to display settings menu
        pass

    def on_cursor_select(self):
        # Go to cursor settings menu
        pass

    def on_led_select(self):
        # Go to LED settings menu
        pass

    def on_about_select(self):
        # Go to about menu
        pass

    def on_quit_select(self):
        # Quit the application
        raise urwid.ExitMainLoop()

# Define application
class CrystalfontzUI(urwid.Frame):
    def __init__(self, connection_string):
        self.connection_string = connection_string

        # Initialize menus
        self.main_menu = MainMenu()
        self.display_settings_menu = DisplaySettingsMenu()
        self.cursor_settings_menu = CursorSettingsMenu()
        self.led_settings_menu = LEDSettingsMenu()
        self.about_menu = AboutMenu()

        # Initialize slider
        self.slider = Slider()

        # Initialize main widget
        self.w = urwid.Pile([
            self.main_menu,
            self.slider
        ])

        # Initialize frame
        urwid.Frame.__init__(self, self.w, header=urwid.Text('Crystalfontz 635 LCD Display'))

    def keypress(self, size, key):
        if key == 'down' or key == 'up':
            # Change selected menu option
            pass
        elif key == 'right':
            # Go to next menu
            pass
        elif key == 'left':
            # Go back to previous menu
            pass
        return super(CrystalfontzUI, self).keypress(size, key)

if __name__ == '__main__':
    if args.lcd:
        connection_string = args.lcd
    else:
        connection_string = 'localhost:8080'

    app = CrystalfontzUI(connection_string)
    urwid.