Deployment slots in Azure App Service is a capability that allows you to run multiple versions of your application side-by-side on an App Service plan and control its settings in a central place.

There are two main reasons for running multiple versions of your application:

• Testing in production: As your application evolves, you'll add features and make changes that you want to see the effects of in the wild in a real production environment. You will only want to expose changes to some users, or to a specific testing group.
• Blue-green deployment: A technique to reduce downtime, in which you deploy the new version of the application, validate that it's operable, and switch to it at once. This is as opposed to the rolling-upgrade technique, where in some instances run the old version and some run the new version, but requests arrive at any one instance.  

To add a deployment stage, click on the Deployment slots menu item in the App Service menu on the left, and then click the Add Slot button:

Clicking on one of your Deployment slots will transfer you to slot configuration, and you can see that the URL has now changed and includes the Deployment slot name: