Difficulty: Easy - Intermediate
If you don't have a slide you can substitute a real one for a small, hard object that is even on one side. For example you could use a cigarette lighter, or a small piece of pipe. It won't sound as good as a real slide, but it will serve for our purpose here until you can make a trip to the music store to get one.
Take your slide (or slide substitute) and let it rest against the strings of the guitar. Don't press down so that the strings sink closer to the fretboard. Just apply enough pressure so that you don't hear any buzzing. To played the desired note hold the slide directly above the fret. To get a vibrato move the slide back and forth horizontally above the fret.
If you've never played with a slide before it may be hard to get it to sound good. Just remember to keep the slide lined up evenly with the frets and don't press too hard. Also avoid "sitting still" for too long, which means always keep the slide in motion. If you're not sliding somewhere and are holding a note or notes be sure to use at least a slight vibrato. If you stop moving the slide the notes will sound dead.