Yes, you can install off a local HDD, although you will still need a boot disk, and a root disk. I have not done an install off a local HDD yet (I am going to as soon as I install Slackware 8.0), however I would recommend you boot off a CD to begin with, it is just plain easier. Since you got the iso from a private site it may be it is not an official iso image, but rather just someone who burned the installation files onto it. Download an iso from an official mirror, and make sure you run a checksum against it to ensure it isn't corrupted (another possibility as to what happened to your current CD, in which case installing even from a boot disk I would strongly advice against).
As for SAMBA itself, it is included with Slackware. Others have given better help than I could on how to configure it :0)