Just to add to previous post:
http://www.slackware.at/data/slackware-9.0/source/k/ - here you'll find the source of your current kernel (linux-2.4.20.tar.bz2).
As for the kernel directory: it's located in /usr/src/linux where linux is symlink to desired version. If you download, say, linux-2.4.20.tar.bz2 in /usr/src and unpack it with tar jxvf linux-2.4.20.tar.bz2 then you will have one directory called linux-2.4.20. If you plan to compile this kernel then you're supposed to link linux-2.4.20 as linux i.e. (being in /usr/src) ln -sf linux-2.4.20 linux. Then cd to linux and you'll be redirected to linux-2.4.20 (but it will be displayed just as linux tough). This way you can have as many kernel versions as you want. When you compile something for your current kernel make sure that linux points to the proper version. [Sorry for my English, this is not my native language, but I hope that you'll be able to understand].