I am not sure I understand your question. The 'setup' program, as far as I know, is only present on the installation disk of Slackware. Therefore, once your system is installed, it does not contain this program (it does not need to be installed anymore!).
However, there are several 'scripts', commands and programs that you can run to see if your Slackware machine is OK. Try the following, for instance:
-2- removepkg (with no package name!)
-3- ls /var/log/packages/ | less (to obtain a quick list of all the software installed on your machine)
-4- ls /usr/doc/ | less (to obtain a quick list of all the documentations installed on your machine).
-5- Try running 'top', as user root (type 'u', then 'root') to display all the programs running as root. If needed, disable all the services, except for the ones you really need. For instance, I only run 'ssh'
-6- Finally, remember that the following commands will provide help when you need it: apropos, whereis, whatis, which, and man. These are your friends: use them wisely!
Hope this helps!