It sounds like the Nvidia installer can't find the kernel sources. I can't speak for stock slackware kernels (I use my own), but symlinking to the source won't help. Instead, there is a flag you can give to the nvidia installer to direct it to the kernel source.
Code:
./NVIDIA-Linux-x86_64-256.44.run --kernel-source-path='/path/to/source'
it looks something like that. I can't remember the exact syntax, but if you run the installer with the --help flag, it will tell you
Code:
./NVIDIA-Linux-x86_64-256.44.run --help
make sure you have the right version of the nvidia binary installer for your architecture(32bit vs 64bit) and your card.