The slideshow module is just for creating slideshows. If you're exporting a photo, and want text on the photo,you'll need to add a watermark. In the Export dialog, look for the section called Watermark, and use that section to add an existing watermark or create a new one.
If you want different text on every photo, consider using the book module, which allows you to create books with multiple images and export as a PDF, or consider a third party plugin such as LR2Mogrify 2, which will allow you to add all kinds of things to your photos on export.
I was looking to put dates on balloons for a maternity due date photo. So theres no way to add 3 text boxes for a number on each balloon and save it when I export?
Not using LR, no. For something like that you would need to use Photoshop or another pixel editor.