I realise you're after an actual slider control to do this, but PowerPoint is really just a sequence of effectively images anyway with the left and right arrow keys allowing you to step forward and backward through them already. If the slider was a visual thing, you could also put an image of a slider under the image you're showing with the control moved to the right notch, if this was so you could see where in the sequence you were up to. Anyway, is that something that might suit your needs?
Otherwise, you have two choices. Firstly, you can use "action buttons" which show up under "Insert" "Shapes" (right at the bottom) - you can make them shortcuts to "next" and "previous" slides. Actually, you can make any shape a hyperlink, so you could "construct" a slider-type set of shapes that look like a slider and in some ways act a bit like it as well (though you'd need to click around on it - click and drag probably wouldn't work like a slider does.)
Second choice is you start playing with VBA and believe me, that can get really painful and steep really quickly. I've written a sequencer controller that takes presentations from a database, builds it into a mega presentation, displays it, and looks for special slides which embed live web pages and activates them when the slide displays. And that's .net office automation, which is a bit more powerful than VBA.