Well if you have slave armor you must already have the proper research, just look for a manufacture "recruit slave soldier" or smth like that. You need to do it in a base with a mess hall.
If slaves used prison space they would be useless, every slave adds a small bit of income and storage space, they would barely pay the monthly maintenance for a prison block they're in, nevermind the storage space you'd lose by building a prison. Courtesans have a way higher monthly income, this is why they take a prison slot. They used to take storage space before.