I don't understand why binary packages downloaded from elsewhere often don't run - this is Linux?
Probably because of missing dependencies.
Is this Linux? Yes. You have lots of software in the repository that other people tried to make sure runs fine, and no need to go to any website and download stuff...
That's cool, no? If the stuff you want is not there, ask for it in the package requests subforum. Someone will likely jump along and help out.
Slackware packages will almost always work, but you need to make sure you have the necessary dependencies. That's why the repository is better, and sorts the dependencies out for you.
I would like to install a newer XineLib (V1.1x is out), but didn't find such with gslapt
You'll find 1.1.14 in the testing repository. In gslapt, go to edit > preferences > sources and enable the testing repo.
A lot of the software in the VL repo is in the testing directory.... usually, it runs fine; I never have any problems. But yes, it's being tested, so it's less risk-free than the extra directory. You can always downgrade it if you find some problem with a "testing" package. And report the problem, of course.

"no K3B" after noticing that it's far below the Ashampoo burning suite for MS Win in usability and functionality - believe me, please
I don't think you're lying.

But it would take a lot more than a burning suite to make me go back to windows. Especially when k3b rips audio cd's, burns audio, images and data, and burns cd's and dvd's. I'm happy with it, and don't have to spend $49.99 in Ashampoo.
Certainly, not all software in Linux is the best you can get. Sometimes software that's only available for other platforms is better... I have lots of friends who would never abandon Photoshop, for example. That's up to the software developers... Say, if you want games, Windows is definitely the best OS for that.
But I will build the packages because I will stick to this Linux
That's a great way to learn stuff.... you'll be mastering configure options in no time.

But, honestly, sometimes building software can be a pain.
Try the repos first (including testing), a package request, vpackager, slackware packages.... after you try these, you;ll probably have your needs catered for.