If you doubleclick on an thumbnail in the library preview, the image is automaticly inserted into your slideshow. You can set the insert position with the red cursor bar. Just click between two images to set the red cursor, where new images will be inserted.
If you want remove an image from the slideshow, just doubleclick it in the slideshow preview.
You can change the order inside the slideshow by selecting one or more images first (using single clicks in combination with the shift- and control-key). The you can drag the selected images. During drag you will see a blue cursor bar between the two images, where the selection will be inserted.