It's not confirmed in the episode what method he uses to travel to the station since his arrival is (as always) mysterious and sudden. We can reasonably assume it was a ship/transporter combo since Odo's security teams would undoubtedly be looking out for Sloan if he came through a main airlock but there's no indication that whatever method he used was notably fast.
You may wish to note that in the original script Bashir states that he sent his message to Starfleet Medical (the one that inspired Sloan to come to DS9) multiple days earlier, giving Sloan ample time to have received the message via channels and then come to the station via normal warp travel, possibly on a cloaked Section 31 ship or perhaps on a simple chartered vessel.
BASHIR: There came a point where I had to admit that my research was going nowhere. I wasn't going to find a cure in the lab. So, the
chief and I decided to look for it in Section Thirty-one itself. A few
days ago, I sent a false message to Starfleet Medical announcing that
I had found a cure.
Your confusion might come from the fact that Bashir only tells Sisko about it after the plan is well underway.