Download
https://www.kernel.org/pub/linux/uti...linux-4.06.zip
unzip the archive.
You will find pxelinux.0 in the "core" directory.
TIP: on Linux we can use the "find" utility to find a file, maybe there is an equivalent in Windows.
But feel free to list the files you can't locate and we will tell you where to find them.
PS Or, you could just put the Slackware ISO image on an USB stick (on Windows you could use
Rufus for that), launch the installer and as soon as logged in as "root" just run "pxesetup" exactly as you would do with the DVD installer.