How to create a custom Desktop Background slideshow?
Add Folder to Desktop Background options

(self-answered)

I need create a Folder anywhere on my HDD, say (random example) 'Custom'.
I fill it with photos that I need in my background like a Slideshow. 
Now, I go to 

System Preferences &gt; Desktop &amp; Screen Saver &gt; Desktop


And on the panel on the left with Folders, there is a '+' sign on the bottom.
1. Click it,
2. Browse to folder,
3. Click Choose &amp;
4. Check 'Change desktop background every __'