They get caught and end up meeting Queen Cinderella, who shows them the items from her "fairy tale" that she keeps in a room to look at every now and then. Among the keepsakes are the rags that were turned into a ball gown, (family of) the mice who turned into horses and coachmen for her carriage, and her glass slippers.
"Those couldn't have been comfortable," Conner said.
They leave the castle without taking a slipper, but then discover one of the slippers in their backpack. In chapter 24, they find out it was Sir Lampton who put it there. They need to break the slipper to cut their bonds after having been captured by trolls and goblins, and Alex feels terrible about it. When they confess this to Cinderella, she replies that she breaks the slippers often and the Fairy Godmother is always able to repair them.
The other slipper was taken and used for the spell by the Evil Queen.