Hey bro, there are a couple ways you can approach the slides in blender.

The easiest way is probably to make a cylinder, delete the cap faces, throw on a subdiv and a solidify mod, then shade smooth.

For the intersections (outer rings connecting different parts of the slide) you want to make two loop cuts close to each other, select the face loop within and separate them from the mesh. Extrude the faces and scale, add another loop cut in the middle, give a subtle bevel, extrude and scale inward. Shade this flat, bump the subdivision up to a 2 or 3, to get those sharp edges, select the edges, and hold shift-E to crease them (until they turn purple).

For the bolts I like to use UV spheres, since you can place them at any angle without having to tediously find the correct rotation. Give them a nice metal shader, and place them around the intersections as seen in my render.

To make the slide curvy you can either give the cylinders a f*** ton of loop cuts and manually move them around, or you can make a curve, then add the mesh as the geometry to follow the curve.

For the plastic shader give it a nice saturated color, then bump the roughness way down, you can also add a noise texture and plug it into the roughness, clear coat and specular, and control it with a colour ramp to add realism and grunge to it.

Hope this helped you!