The slur is a curved line drawn above (or below) two or more different notes. It tells you to play the notes smoothly. Playing smoothly is called legato. To play the notes smoothly, only tongue the first note of the group and keep blowing while you change notes. Legato is the opposite of staccato which you learned in Lesson 9 of Book 1.
Tongue only the first note.
This song contains both legato and staccato. Legato is shown by the slurs, staccato by the dots.