How to make a guitar note last longer?

It might sound like a stupid question, but how do you make a note last longer? Like in the beggining of Skid Row's "In a Darkened Room"? Do you need effects pedal or is it in amplifier? I know you can hold it, but for example how do you slide from 12th fret to 10th fret without sound fading away when you move your finger? Thanks for any help