Hi,
If you want to drill (only round holes) --> then use "drill" or "hole".
But you talk about "slot" and "arbitrary shapes". --> draw them in the dimension layer.
There is no restriction, that the outline in the dimension layer needs to be rectangular.
Added:
How to draw:
Select the "wire" command.
Select layer "dimension"
Select wire_width (usefull about 0.1mm or 4 mil)
Select the bend_style and bend_radius as you want.
Use the "arc" or "circle" command if you want.
Klaus