As far as I know, there are no "road" slugs, but only yard slugs. These are usually built from retired road units, have their prime movers removed, usually their cabs and fuel tanks as well and their bodies chopped down to a lower height. The cavity inside the body is then filled with concrete (although I've heard they sometimes use scrap metal or something else heavy) to give the unit a little more weight. The units do retain their traction motors which are controled by the "master" locomotives. Their job is to give a little more "oomph" to yard locomotives, as the extra weight gives them more traction and pulling power.
At least that's what I've read, I think the actual railroaders on the forum here will have more knowledge about them than what I have.
Hope this helps.