An iPhoto slideshow involves in actually using iPhoto application which is available for Mac OSX only.
Creating a slideshow is quite easy: start the iPhoto application and use the ADD(+) button to add pictures then on the statusbar there is a button called Slideshow. Click it, select the pictures you want to include in the slideshow, arrange the order in which you want them to appear and if you need other customization options, click Adjust. Save it and the slideshow is ready for playing.
