"I did not find any mkinitrd script command to build an intrd image with slackware 9.1"
On Slackware you have to build your own.
"does someone know where to find a suitable 'mkinitrd" script for slackware ( does it depend
on the distro ? ) ? or does someone know how to build an initrd image ?"
Here is a thread that discusses how to create a mkinitrd script on Slackware:
Be prepared. Create a LifeBoat CD.