You must have “Cycles” set as the render engine. Cycles doesn’t support the texture paint slots UI – Only “Blender Render” does (until 2.8 is released). It’s pretty frustrating, honestly. The texture paint UI has always been a cumbersome part of Blender in my experience. But what are you gonna do, right? “Cumbersome” doesn’t mean “unusable”.
I don’t use Substance and thus don’t teach it. Jonathan Lampel has taught some material with Blender + substance. You can learn from him and apply it to this course if you’d like: