how do I create a slide show in Photos

Yes. Put the photos in an album, arrange them in the order you want, click on one and do a select all (⌘+A). Then Control (right) - click and select Create ➙ Slideshow ➙ Photos from the contextual menu.

NOTE: the order will remain as you had it in the album only with the Classic and Ken Burns themes. The other themes have more than one photo per slide and changes the order to fit.