Those are deprecated features in Fireworks CS6, which you can confirm for yourself by scrolling to the bottom of this Adobe blog post on "new features":
There's not a lot of information provided on why these particular features were discontinued, unfortunately. It seems like one minute, they're being promoted as the latest and greatest thing, and the next, they're being swept under the rug, so to speak. "Create Slideshow" struck me as a bit outdated. I've no experience with "Create AIR File".
If you still have the CS4 versions, you can probably copy them to the Commands folder of Fireworks CS6 and continue to use them. Note the word probably. They're definitely no longer being developed or maintained by Adobe though.
That command was removed in CS6.
In the What's new in Fireworks CS6 doc (http://helpx.adobe.com/content/help/en/fireworks/using/whats-new-cs6.html), note that Create Slide Show was one of five deprecated features.
If you still have the Fireworks CS5 version, you might either use the CS5 version to do this or try copying the command over to CS6 as mentioned above.
Use multiple files as one animation
Fireworks can create an animation based on a group of image files. For example, you can create a slide show based on several existing graphics.
- Select File... Open.
- Shift-click to select multiple files.
- Select Open as Animation and click OK.Fireworks opens the files in a new single document, placing each file in a separate state in the order in which you selected it.
Use the States panel to edit your animation. Be sure to choose "Animated GIF" in the Optimize panel.
Here is an easy option that requires no scripting: Cycle2 is a versatile slideshow plugin for jQuery built around ease-of-use. It supports a declarative initialization style that allows full customization without any scripting. Simply include the plugin, declare your markup, and Cycle2 does the rest.