Images you see in the media library are probably all attached to a post. When you upload an image to a page or post, it is attached to that.
If you upload an image through the media library it is not attached to a post yet and you'll see a link that says 'Attach'.
When you click this link, a box will pop up. In this box you see the different post types you can attach image to.
Select 'Slideshows' and search for the name you gave the slideshow you want to attach the image to. You need to already have created a slideshow for this.
If you did this correctly, a slideshow should have now popped up in the results and you can select it. Then click 'Select' to attach the image to this slideshow.
As you can see the image in the media library now is attached to the slideshow and when you go to the slideshow, you'll see it in the slides summary.
I hope this answers your question. I'll add an upload button to the slideshow settings screen sometime soon, that should make it easier.