Rifled slugs (or Foster-type slugs) are for smooth-bore (normal) shotgun barrels. The "rifling" on the slug is meant to impart some spin to the slug, thus making it more likely to go where you're aiming at.
Sabot slugs are for rifled barrels. The rifled barrel spins the wad and the bullet enclosed in it. The wad then falls away, leaving just the bullet heading towards the target (essentially making your shotgun into a .50 cal rifle) These are more accurate than smooth-bore slugs, and generally have greater usable range.
Though you can shoot either in any gun, it is better to fire sabot slugs out of rifled barrels only and Foster/Breneke type slugs out of a smooth-bore. Sabot wads will not separate when fired from a smooth barrel, greatly reducing accuracy, and lead slugs will foul a rifled barrel very quickly.
Hope that helps,
Bubba