I don't think you have to completely dismantle it, but I don't know how you would move it without separating it into sections. In general, the bigger and heavier the pieces are, the more stress you will put on the connections by trying to move it. It could break in a key place or wind up being very wobbly when you reassemble it.
A good thing to do is to take a big piece of tape - like duct tape - and attach it in a "flat donut" to major sections - as you dismantle the slide, stick all the hardware on the sticky side of the tape in the order in which you removed them. When you are done, top that piece of tape with another piece, sticky side down. You won't lose all the nuts & bolts! Then place the slide in the truck you are using. Then separate the top connector piece and keep all those pieces of hardware together. And so on. Another option is to put the parts in ziploc bags and write on the bag what section it came from. You won't lose the pieces but they won't be in order either. It depends on how secure you can keep the items during transport. If you have a large tarp, put it on the ground while you are dismantling the set so you don't lose hardware in the grass.
You should be able to get an assembly diagram on the web unless the set is really old. Otherwise, take notes as ou do it unless you have a really experienced handyperson with you. Everything looks easy to dismantle, but then when you try to reassemble it, you have all these parts on hand...