Hi!
If you intent to use Slack as the “source of truth” for users and give users the ability to “log in with Slack”, then you are on the right track of creating a custom social connection. For this, you need to create an App in Slack, which appears to be available for free plans. If you already created and tested the custom social connection, I would say you are almost there.
You don’t need “SSO” on Slack, this would only be required if you wanted users from an external source to sign in into Slack. Say, for instance, that you have a company and you want every user from your Active Directory to SSO into Slack.
In your case, after you created your custom social connection to Slack, this becomes a way of authenticating users. Then, on clients (such as on the client that represents your WordPress plugin), you enable the connections that you want. If you want users from the Slack connections coming to your WordPress site, you would enable the Slack connection to the WordPress client.
Does that make sense?