Slide Galleries - Because the Slide theme uses Full screen sliding galleries by default, using the 'Insert Gallery' button as described in the Gallery Basics tutorial will not work because the theme needs a specific page structure for the galleries to display correctly. To avoid issues, galleries should be created and then linked to in the menu, so that the theme can auto-generate a gallery page with the correct structure for the galleries.
This can be accomplished by creating your gallery like normal, but instead of inserting the gallery onto a page you've created, simply go into the Menu Editor (Appearance->Menus). In the left hand column you should see a box titled Galleries:
If you do not see this box, click the screen options tab up in the upper right corner. A panel will slide down with various checkboxes, click the checkbox next to 'Galleries' as this will reveal the Galleries box in the menu editor below:
Just as if you were adding normal pages to your gallery, you can select the galleries you'd like to include by clicking the checkbox next to their name and then clicking the 'Add to Menu' button. This will add the gallery to the menu and when a visitor clicks this link in the menu, the theme will automatically generate the proper page for the gallery.