You are evidently trying to add a 'Slider component' from the Gallery Components folder. The members in the folder Components are templates intended to create new GUI components. Technically seen, using them you create a new class, which then can be adapted and enhanced according to your needs. Classes, in turn, can exist within a unit only. You can Drag-Drop the templates from the folder Components into a unit only!
Once you have the class of the slider component stored in a unit, you can embed instances of this slider within another component classes.
Besides the above mentioned component templates, Embedded Izard is delivered also with a set of ready to use widgets. Unlike the component templates, you don't need to add the widgets to a unit. They are already existing within units belonging to the framework Mosaic. As such you can Drag-Drop them directly from the Gallery into the Composer.
Summary: there are two different kinds of sliders: (1) Templates to create your own Slider components. (2) Ready to use widgets you can add directly to your GUI.
More details are found in our documentation.