All SnapEDA parts have slots represented on the Cutout layer (Mechanical Layer 1 as per the instructions above). This cutout will override the round hole shown on the footprint, thereby generating the desired results.
You can manually modify the slotted holes size and shape to be defined as slots by following these steps:
Double-click on the pad to show the Properties
Under Hole information, change Round to Slot
Adjust the length appropriately