Liz,
I haven't used the microsoft html slide show wizard, but I assume that it,
like the jsviewer that Mary suggested, produces HTML code for the slide
show. You will want to upload this code and the images as required, to a
subfolder on your site and then write a link to that subfolder, and perhaps
the index.htm file within that folder. Assuming that you upload your HTML
files to a subfolder called 'slideshow', you would write the link:
http://www.yoursite.com/slideshow/ or
http://www.yoursite.com/slideshow/index.htm if index.htm is the default
file. For a more complete answer, you might review David Bartosik's article
about Including external files in a Publisher web:
http://msmvps.com/blogs/dbartosik/articles/80561.aspx
If you find you don't like the microsoft html slide show format, or the
jsviewer format, then almost every image editing application (such as
Photoshop Elements) has a similar feature. You can also Google for
JavaScript slide shows where you might be able to use the Insert HTML code
fragment feature of Publisher to insert the slide show on a Publisher web
page.
DavidF