Just so we are clear, Adobe XD does not create working websites that you can publish. The app is meant for use in the design and ideation portion of the process. It is not a replacement for Adobe Muse.
From a prototyping point of view, yes you can simulate a slideshow if you need to. But it means creating an artboard for each slide and linking them together using the timed transition option.
As to link to an item further on the page, yes as well. But I think it is also navigating to a new artboard. I have never tried it.