Slackware provides several different means of installing the software. The most popular is installing from an MS-DOS partition on your hard drive; another is to install from a set of MS-DOS floppies created from the disk sets that you downloaded.
If you have Slackware on a CD-ROM, you can install the files directly from there. The Slackware Pro distribution, from Morse Telecommunications, allows you to install Slackware so that many files are accessed directly on the CD-ROM. This can save a great deal of space on your hard drive, with the tradeoff that running certain applications will be slower.