Ensure you are not confusing the film back with the film holder. The film holder assembly fits inside the film back. You open the film back to get access to the film holder - you do not need to remove the back to do this - only open it. The entire film back should not be removable without the darkslide inserted, however you can still open the back and remove the film holder assembly to load and unload film (assuming it works the same way as my SQ-A).
The darkslide is used to seal the entire back from light so you can remove it from the camera and fit a different one in the middle of a roll - one might be loaded with B&W and the other with colour for example, or one could be a Polaroid back.
As Søren said above, as long as you did not open the back in mid-roll you are fine. If you only have one back, you do not need the darkslide but get one anyway because you will want more backs eventually ... If you did not get a manual, there is probably one online.