The pick scratch / slide is a method commonly used by rock guitarists and all it requires is for you to scrape your pick against the strings.
Hold the pick against the string(s) as shown and scrape it in the direction of the arrow. This effect requires distortion to work.
It is possible to do this in the opposite direction, i.e. start by the nut and scrape towards the bridge, so experiment and find what you like best.
- Want to improve your guitar playing?
These lessons have been written by me, a guitar enthuthiast. I've written them to the best of my abilities, but I'm no guitar teacher!
If you want award-winning, well structured but inexpensive lessons, I strongly recommend you check out Guitar Tricks. They have great range of video guitar lessons from numerous coaches specialising in a wide range of styles.
I've seen their videos, and they're great. With these guys, I'm confident you'll be improving in no time!