This tutorial will teach you how you can make surfaces that Faith slides down on, like on the side of the skyscraper in Chapter 1 (image on the right). This tutorial assumes you know how to open packages and place objects in the editor, if not go to the Tutorials page and first learn how to do that!
To make a slide you will need two things. First of all the actual object you want the player to slide on, and an invisible 'Blocking Volume' with a certain physical material on which the character will actually slide.
So let's start of with a building, and why not the one they used in the game too? You can find it in Props/P_SP01.upk and the model is called 'S_SP01_SlantedBuilding'. Note that the building doesn't have perfect collision so you might need additional blocking volumes to fix that up later. Now place the building wherever you want.
The next step is to create the 'Blocking Volume'. Start of with you builder brush as a cube. Enter geometry mode by clicking on 'Geometry Mode' 
icon. From the window choose vertex mode. Now you can move the vertices of the cube separately. What we have to do now, is to shape the cube to cover the slanted side of the building like on the picture. In general you will always want the 'Blocking Volume' to be a tiny bit above the surface you want to slide on, so the player walks on the 'Blocking Volume' not the object itself (this time the collision model allows us to do otherwise).
Now right click on the 'Add Volume' 
icon and from the submenu choose 'Blocking Volume'. You won't see anything immediately, but if you move your 'Builder Brush' a bit, you will see a grey brush with the same shape as your 'Builder Brush'. Select this newly created 'Blocking Volume' and enter its properties window by hitting F4. Open up the 'Collision' tab, and inside it expand 'Collision Component'. This will open up a lot of options. The parameter we are looking for is called 'PhysMaterialOverride' and it is pretty much at the bottom of the list so scroll down. If you've found it you will see that currently it's set to None. Click on the magnifying glass on the right, which will bring up the 'Generic Browser'. Luckily all (as far as i know) physical materials are stored in one package which is called 'TdPhysicalMaterials', which should be on the list on the left when you start up the edtor so you will only have to right click on it and choose 'Fully Load'. I won't go into detail what physical materials do in this tutorial, for now it's enough if you know that they can have special properties like sliding, and the different materials like plastic and wood have different physical materials, and depending on what you choose you will hear different sounds when walking over them. In our case we need Glass, and as you can see there is one material called 'PM_Glass_BulletproofSlide', which as the name suggests has the property we are looking for. So select it, and than click back to the properties window of the 'Blocking Volume' and click on the green arrow in the 'PhysMaterialOverride' box. And that's it, now you have a surface that will force the player to slide on it!