Hello and welcome to the forums.
To install slock:
The easiest way to use slock instead of xscreensaver is to uninstall xscreensaver:
sudo apt-get install suckless-tools
Other options instead of uninstalling xscreensaver is to make sure its not running (Xubuntu will use slock if it can't find xscreensaver or gnome-screensaver - have a look at the contents of /usr/bin/xflock4 to confirm) - remove it from Autostart.
sudo apt-get remove xscreensaver
Or replace the xflock4 executable with a link to slock:
...just keep in mind that this last option if xfce4-utils ever gets updated, it will reset this and you will have to run these commands again.
sudo mv /usr/bin/xflock4 /usr/bin/xflock4.orig
sudo ln -s /usr/bin/slock /usr/bin/xflock4
As to where to find this information, you can search here on ubuntuforums, the Xfce forums, or ask in the #xfce or #xubuntu irc channels. Google is always an option as well.