Just downloaded and ran the portable version of SlimJet, the only history it picked up is the normal Windows local file access history and a website used by GeoSetter, (which uses IE engine to display Google Maps).
All my other browsers are either in private mode (IE, Dragon), portable (Dragon, IceDragon, SeaMonkey, K-Meleon, Chromodo, Firefox), or have no persistent cache/history (Pale Moon) and it picked up nothing from any of those.
So my guess is it just reads the history of whatever Windows or another (installed, non-private) browser has already done.
Only difference between it and other browsers is the others ask if you want to import history, (and they do import the same things: file history, website history), at first start.