There are two ways to add images to a slide show.

Use the Tools->Change Slides… dialog:

1. Choose Change Slides… from the Tools menu (Option-Cmd-S).
2. If you want to add slides in the middle of your slide show, select the thumbnail image of the slide that you want the new images to either precede or follow.
3. Click the Add Slides… button.
4. Use the File dialog to select the image or images you want to add.
5. Select where you want to add the slides: At the beginning, before or after the currently selected slide, or at the end.
6. Click the Add Images button.

Use drag and drop from the Finder or iPhoto:

1. Place the selection end marker  where you want to add the images. (Hint: Use the Next and Previous Frame buttons to move the playhead to the image that you want to follow the new images you want to add and use the o key to move the end marker to that point.)
2. Drag and drop one or more images from the Finder or your iPhoto library.