Click on various combinations of values and see how the view of the PivotTable changes. You can use typical Microsoft clicking in the Slicers meaning that if you can use Control + Click to select multiple values or Shift + Click to select a range of values. Each Slicer displays the the selected values which makes it really obvious what the state of the PivotTable is in terms of filters. You can change the styles of the Slicers if you want by click on the Quick Styles drop down in the Slicer section of the Options tab.
The introduction of Slicers has really improved the usability of PivotTables and has moved Excel 2010 much closer to being a professional business intelligence tool. PivotTables have improved quite a bit in Excel 2010 and when combined with the new PowerPivot creates a very high performance analytic environment.