Slow flight in training and testing has been the subject of much discussion and reevaluation in recent years. The philosophy of how to train and demonstrate slow flight has changed a bit from years ago.
In specific answer to your question regarding whether or not the landing gear should be extended or not, here is an excerpt from FAA H-8083-3B , page 4-4: Airplane Flying Handbook
Slow flight is typically performed and evaluated in the
landing configuration. Therefore, both the landing gear
and the flaps should be extended to the landing position.
It is recommended the prescribed before-landing checks
be completed to configure the airplane. The extension of
gear and flaps typically occurs once cruise power has been
reduced and at appropriate airspeeds to ensure limitations
for extending those devices are not exceeded. Practicing this
maneuver in other configurations, such as a clean or takeoff
configuration, is also good training and may be evaluated
on the practical test.
Here is the current flight test guidance for a Commercial Pilot applicant: "Airman Certification Standards" (ACS). Under Area of Operation VII., "Slow Flight and Stalls," Skills: CA.VII.A.S4: - Commercial Pilot - Airplane, Airman Certification Standards - June 2017
Accomplish coordinated straight and level flight, turns, climbs, and descents with landing gear and flap configurations specified by the evaluator without a stall warning (e.g., aircraft
buffet, stall horn, etc.).
Also, here is an FAA SAFO (Safety Alert for Operations) entitled "Maneuvering During Slow Flight in an Airplane" (8/30/2016): SAFO 16010