First, create the slides that will appear "within the slide show." Then save
these slides as a PowerPoint Show.

Create a new blank file. In your selected slide go to Insert > Object >
Create from File. Browse to find the Show you just created. Click OK > OK.

Resize the object you just inserted into the slide to match the size of the
slide. In slide show view you'll be able to advance the slides "within the
slide show."