I use 'add a file' to get slideshows onto my courses. But I generally save in .pps format (the old version) to make sure it is compatible for people with elderly Office versions.
The alternative is to use one of the free video screen capture apps (Bytescout is one example and there's a list on this website ) and then you can also capture voiceover or add text notes. I've done a couple of these, saved them in YouTube and embedded the video in a Label.