To answer your question, there is not likely any sligs living in the wilderness - at least not on Mudos. All sligs are birthed from one Queen, Skillya, who currently resides among the Industrialists lavished in riches. Oddworld is huge though, and if there is indeed another slig queen out there its possible they are based in nature if they happen to reside in an area untouched by Glukkon expansion.
Before sligs became industrialized, they were swamp-dwelling creatures. You could compare their lifestyle to that of a crayfish or slug. As to how the Glukkons happened upon them and developed the relationship they have now, I think that detail has been omitted.
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