Slip covers are small, thin sheets of glass that are placed over a specimen on a microscope slide.
You may think you are missing some of the slip covers as they are held tightly together inside what looks to be a square of tissue paper. It is not just paper but contains the slip covers. Gently open the tissue to remove the slip covers.
As one example, the Micro360 Dual Purpose Microscope (#44125) comes with 4 slip covers. They are all bundled together inside the unmarked white square on the top left portion of the slide case pictured below.