Most libraries I had to install were easy to setup. If you don't want to create a package yourself and can't find a precompiled one five simple steps are usually enough:
1) download tarball, extract it and cd to the extracted folder
2) ./configure --prefix=/usr <-- if there is something missing you should get an error
3) make <-- if configure did'nt give an error make surely will in case something is still missing
4) su <-- to intall the compiled files you have to be root
5) make install
If you want to create packages, so that you can later easily remove the files, check (a) checkinstall (it's on the Slackware CDs in /extra) and if you want to one step further (b) the documentation at www.linuxpackages.net
and maybe Patrick Volkerding's work in the /source folder of your CDs on how to build Slackware packages with a buildscript.