How to wrap posts into divs?

I think this is probably a more-involved question, but I’ll try to answer it as-is. The following code will wrap each post’s content in a <div>:

<?php if (have_posts()) : ?>

    <?php while (have_posts()) : the_post(); ?>

        <div id="slide<?php the_ID(); ?>>

            // Post content - i.e. your slider image - goes here

        </div>

    <?php endwhile; ?>
<?php endif; ?>

Now, the inherent problem here is: where is your slide content, and how are the slide images added to that content? Are you using a custom post type? Are you using featured images? Are you using custom post meta?

We’ll need considerably more information in order to specify exactly how to output your specific content using the Loop.

EDIT

Following up on your comment, this code will use the featured image as the slider image (and assumes you have created a custom image size, slider-image, to use in the slider), and the Post Title as the slider title, and the Post Excerpt as the slider text:

EDIT 2

Now including a post permalink around the slider image:

<?php if (have_posts()) : ?>

    <?php while (have_posts()) : the_post(); ?>

        <div id="slide<?php the_ID(); ?>>

            <a href="https://wordpress.stackexchange.com/questions/29507/<?php the_permalink(); ?>">
                <?php the_post_thumbnail( 'slider-image' ); ?>
            </a>
            <h2><?php the_title(); ?></h2>
            <?php the_excerpt(); ?>

        </div>

    <?php endwhile; ?>
<?php endif; ?>

That should give you a reasonable approximation of your example markup.