The following should do the trick:
<a href="https://wordpress.stackexchange.com/questions/35141/<?php admin_url("https://wordpress.stackexchange.com/questions/35141/edit.php?post_type=slides") ?>">Slides</a>
It’s how it’s done in the source code. The function admin_url() appends the proper admin address. The output of the url should be:
http://www.mysite.com/wp-admin/edit.php?post_type=slides