View | Toolbars | Forms
Will show you the available tools 'native' to Excel.  The slider bar is not
one of them, at least not in Excel 2003 and earlier (haven't looked at 2007
yet).  The Help in Excel will give you programming information about the
controls that are available.  In many cases you tie the control to a cell
somewhere and examine that cell's contents to determine the state of the
control.  In some cases you refer to the control directly.  Controls were
designed mostly for use on UserForms, but can be placed directly onto
worksheets.

Example using an Option Button: you select it from the tool bar and then
draw out its size on the sheet by clicking and dragging.  You can then change
text in it and right-click on it and choose Format Control and go to the
[Control] tab of the window that opens and determine its default state and
what cell on what sheet in the workbook will reflect that state.  That's the
easiest way to detect the value/state of option buttons and check boxes.

Hope this gets you started.

If you need slider bars and other things not in the Excel toolbox, then
you'll have to resort to 3rd party ActiveX tools or similar solutions.

I should qualify that - they do have a "Scroll Bar" and a "Spinner" in the
toolbox.  Mind taking things too literally tonight. Sorry.