I'm affraid you're asking too much, but lets see:
Both DVD and DVD-slideshow were created in separate, right?
So no surprise, as these are formats based on the DVD-video structuter, where you have: an empty Audi_TS folder and a VIDEO_TS folder with the files containing the video, the audio, the menus and other info necessary for it to play.
The authoring package creates this structure, burns and finalizes the disc - so it is no possible to add a folder afterwards and in the creation process it only accepts the normal files (video).
When you create a slldeshow it does exactly the same but also creates the folder and includes the originals, but I'm pretty sure that it will only include the selected photo files and no other than that. At the end, you get a DVD-video with the lide show and a menu to access the photos like you can do to specials in certain DVDs.
It plays due to this as you ask the menu to play the parts.
SO don't expect this to work the way you expect, unless (and this is just a guess) you create the ISO of the DVD to the Hard Disk, using a package that allow you to edit ISO files you include the folder with the documents and afterwards you burn the ISO to a DVD.
Maybe this way you can play the DVD using the home player, but the other information will only be possible to read in a computer, using explorer or a similar software.