Yes, you can. Or you export to your local drive and then copy to the card.
However, the Slideshow can be exported to MP4 video format or PDF only. Does the digital photo frame support one of these, maybe MP4? If it supports only jpg, you're best simply exporting the selected images as jpg's and copy them to the card - without all the effects from the slideshow of course.
GREAT! It does support MP4. I'll give it a try. Thanks!