Thanks for your reaction! I hope I did something wrong and the functionality is still available.

My answers to your questions:

Version:
2013 (15.0.4805.1001)
Part of Microsoft Office Professional Plus 2013

Set-up:
1) I created the sheets that should operate as slideshow
2) I clicked 'Custom Slide Show -> Custom Shows and created a new one
3) I then selected the sheets that were supposed to be in the newly created slideshow
4) I then created the link in the first slide that links to 'Place in this document' and selected the slideshow there
5) I then configured the slideshow transitions, and unchecked 'On Mouse Click', and checked 'After: 6 (seconds)'
6) I then clicked Set Up Slide Show and set it up like this:
http://screencast.com/t/R0BfqwwkSC

Hope you can help! Much appreciated!