How do you pin the barrel on a slug barrel? Where is the hole drilled on the barrel and receiver?

I am going to assume you want to eliminate the barrel "wiggle". The only safe place would be in the barrel extension and in a location the doesn't interfere with the extractor or ejector.
So generally speaking depending on the brand of shotgun somewhere from about 10 o'clock to 12 o'clock for a shotgun with a RH port.