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Mucus is released from specialised cells in the skin of slugs and snails. Although these cells are distributed all over the body surface, they are concentrated into glands at several sites. One of these, the pedal gland (at the front end of the foot) secretes mucus to assist in locomotion.
The animal travels on the mucus, rather than directly on the substrate. (In fact, when the pedal gland is damaged, a slug or snail experiences real difficulty in getting around.) Mucus released from the gland is distributed across the underside of the foot as it moves forward. This produces the characteristic trail.
But it's not all beer and barn dances in my garden. Sometimes the slugs come a cropper. I'm not sure what happened to this one but I found it on the path this morning. The ants were having a field day.
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