We can usually find this structure at kids playgrounds. I want to know what it's called.
I've searched online but couldn't figure it out but fortunately found the image below.
As others have said, that is a picture of a spiral slide.
I only wanted to point out that there would be nothing wrong with calling it a slide either. If my daughter said, "Daddy, can I go play on the slide?" I would certainly not correct her with, "That's not a slide, that's a vortex slide." However, if I was a park manager wanting to order a slide like that one for my playground, I wouldn't ask to order a slide, but I would specify that I wanted a plastic spiral slide.
Slides come in many variations, including spiral slides, tube slides, indoor slides, playground slides, pools slides and water slides.
If you wanted to order one for your own garden, then spiral slide is obviously the right term.
As far as children's names for such a thing are concerned, as well as "slide" it could easily be a helter-skelter because of its similarity to the fairground attraction (which are usually a lot larger!)
I would also call it a spiral slide. Alternative would be a corkscrew slide http://www.google.co.uk/search?q=corkscrew+OR+spiral+slide