Normally, Slider gets it's room and world information from the file "Slider Data" (which should always stay in the same folder as Slider, by the way). But Slider also gives you or your friends the option to make their own Slider rooms (see the Help section on the Editor later on) and world.
If someone gives you Slider rooms that they have made, you can use them by choosing "Use Data File..." from the File menu. Slider will then ask you to find the custom file you want to use, navigate to it and click on "Open", and you can play the challenges someone else made!
The Preferences item under the File menu lets you set up Slider's key commands, and is where you can enable atuosaving and sound on/off.
