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A small amount of linseed oil will create a dark shine on the stone without causing damage. However, oil attracts dirt and makes the slate harder to clean. For this reason, oil is not recommended for floors or outdoor surfaces. Stone sealer can create as glossy a surface as you like, but can make it very slippery, especially when wet. If the slate is outdoors or in an unheated room, water can seep under the sealer and crack off the sealer when it freezes and thaws. Slate can be honed (smooth) or rough (with small jagged edges). Sealer is more effective on honed slate. If you do decide to apply a sealer, find one specifically designed for slate or at least natural stone, preferably a penetrating sealer for long-lasting protection. Apply a thin layer with a paintbrush, following the grain of the slate. Let dry for two hours (or as the label recommends), and reapply as necessary. Test the sealer on a corner to ensure it results in the desired gloss/matte, slip resistance, and color. Wait for at least 24 hours before walking over the fresh sealer.

Summary:
Consider linseed oil. Learn the pros and cons of sealer. Apply the sealer. Let the sealer dry.