That functionality was removed in CS6. It was primarily producing Flash-based slide shows and a couple HTML-based shows, if I recall correctly, and there were issues with editing the show after it was created.
In the What's new in Fireworks CS6 doc (http://helpx.adobe.com/content/help/en/fireworks/using/whats-new-cs6.h tml), note that Create Slide Show was one of five deprecated features.
HTH
Message was edited by: Jim_Babbage
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