This page will show you how to construct a simple lantern slide using a "celluloid" insert.
Lantern slide plates usually came in boxes like this one.
Glass pane 2
Lay the paper window over the image between the two panes of glass.
Fold the binding tape so that the sticky side is up and roll out enough to cover one edge of the slide.
Carefully roll the slide over on its edge along the tape.
Once fully wrapped, firmly press the tape down along all sides.
Make sure that all the layers line up the way you want.
The final slide will look something like this!
Sometimes a label was added to the paper window with details like a title, location, and/or date. Additionally, a small sticker was usually stuck to one corner - these stickers were used to orient the slide and would contain a number if part of a specific sequence.
Photographic lantern slides could also be made by using light sensitive emulsion on glass and exposing directly onto the "back" pane of glass. After the image was developed, it would be treated with a waterproof sealant and then construction of the slide continued like above (from step 2).