This is done from the "My local pictures" menu then " My Network Devices".
This works easy but there is one special case that may create a problem and it's linked to the way Windows handles some security aspects.
If you get the slide show being stopped during the streaming process on a specific album and the frame shows a "error 204" then you migh double check your pictures in this folder.
For the photos to be accessed via UPnP/DLNA they must have the WMPNetworkSvc under RightClick->Properties->Security->Group or usernames.
If this WMPNetworkSvc is not listed then it will not work because apparently WMPNetworkSvc is the way the PC allows the UPnP/DLNA to access the photos.
Especially if you use the Stitched feature to create panorama with Windows it might have this problem.