It would help if we knew which version of Xara Web Designer you are using.
In principle if you just want a slideshow only, you can create a new project and use the Image Gallery widget in WD to create the slideshow and export as a seperate website and upload to where you require it to be.
However there is a gotcha - a lot of browsers do not support Javascript so you need to export as HTML 5 web pages, if possible, depending on the version of WD you have.
There may also be a HTML5 gallery widget available from Xara - see here for UK or here for US.
I use a third party program - jAlbum - which is specifically designed for creating photo/video galleries which are, depending on the skin used, viewable on any device/browser which supports HTML 5.
The easiest way is to use the slide show software and create a movie from the slide show software. The movie can be use in the webdesigner. Naturally no button to change page or go back because the slideshow is converted in movie.