photos

To view a slideshow, you need to be running some sort of app that will display the images as a slideshow.

Once you are not in photos, then photos can not show the slide-show.

So either - you need to create the slideshow in projects, and then export it as a video, or export individual image files to the flash drive, and use some other app that will show a slideshow.

You may also have another device (such as a smart TV) that is capable of showing a slideshow from individual image files on a flash drive.

I’ll assume you’re trying something akin to this: Create slideshows in Photos on Mac - Apple Support

… or are using a slideshow app of some sort.

If that’s not working, one possibility is that your macOS version has a bug or limit in this area; OS X 10.11 is very old.

Which iMac model year do you have? 🍎 > About This Mac will show that. With the iMac model year, we can determine whether there are any available upgrades for your iMac.

What part doesn't work? You can export images from photos directly to a folder on your desktop simply by dragging images from the photos app to the folder. Then drag the folder to the flash drive to copy it. Then plug the drive into whatever you plan to use to generate the slideshow.