Moved to the Lightroom forum.
Are you talking about exporting the slideshow as JPGs?
As far as I know, there is no way to name individual slides in the slide show, they all get sequentially numbered file names. The nature locations and descriptions could be metadata in the keywords field, or in the caption field, but they can't go in the title.
to get each individual slide named
You will need to put this information into the metadata for each image.
Then you direct each text box (ABC) on the slideshow to the information you want- Filename, Caption, Date, Equipment, etc....
You can also select "Edit" from the drop-down menu and create your own mix of info in the Template dialog.
One point: The "Custom Text" selection allows you to type text in the box, BUT "Custom Text" is 'global'- it appears on every slide.