You don't look through a window in your house into the backyard, and plant a tree in the backyard by fiddling with the window. It's the same with arrays and slices in Go.
If you want to insert an item into a slice, insert it into the array (by copying to a new array and adding your new element to it while copying), then creating a new slice which includes your addition.
edit: (adding for clarity) In a lot of programming languages, whether they use slices or not, arrays are of a fixed size and must be copied to a new array if you want to add elements. Some languages have some syntax that makes it feel like you are modifying an array in-place, while doing the copy to a new array behind the scenes.
edit-edit: for an implementation example of the above, see Java's ArrayList class: http://hg.openjdk.java.net/jdk8/jdk8/jdk/file/tip/src/share/...