To view a SLIDESHOW:

STEP 1: Click on the "Set" of pictures you would like to view

STEP 2: Click on the "Slideshow" Button located in the upper right hand corner.

To DOWNLOAD a photo from a SLIDESHOW in Flickr:
 
STEP 1: Click on the picture and the image name should appear on the upper right.
Quickly click on the image name/number.

STEP 2: Click on Actions located above the picture

STEP 3: A dropdown box will appear. Click on View all sizes

STEP 4: Click on Original. Then either click on the link that says Download the Original size of this photo, or right click over the image and click on "Save Image As" or simply drag the picture to your desktop.