To make use of replication slots, changes have to be made to the postgresql.conf file:
wal_level = logicalmax_replication_slots = 5 # or whatever number is needed
With physical slots, logical is not yet necessary—replica is enough. However, for logical slots, we need a higher wal_level setting. Then the max_replication_slots setting has to be changed if you are on PostgreSQL 9.6 or below. PostgreSQL 10 already has the improved default setting. Basically, just put in a number that serves your purpose. My recommendation is to add some spare slots so that you can easily attach more consumers without restarting the server along the way.
After a restart, the slot can be created:
test=# \xExpanded display is ...