If you want the slides to advance automatically you will need to set the
slide transition to "Automatically after xx seconds" Usually by default
slides advance when you click the mouse.

If your problem is something else a few more details would help.

How do you want them to advance? How are they set to advance (e.g. on
click, automatically)? Are there any animations on the slides? How are the
animations set to advance? What have you tried to do to advance the slides?
What version of PowerPoint are you using? Is this problem related to one
specific slide show or all your slide shows?
--David