I just read the below openldap official URL , it indicate that new version do not use slapd.conf for configuration , it should use cn=config .
http://www.openldap.org/doc/admin24/slapdconf2.html
I just would like to confirm if I setup new openldap version 2.4 , I should no longer use slapd.conf , is that right ? thanks
No it doesn't.
From the link you posted, verbatim: