Answer: You can dry-set on top of a concrete slab. However, you might have to establish a border in order to keep the pavers in place. You will need to mortar the border. However, since you are in a freeze/thaw climate you must use a flexible mortar (such as Flex-Bond) to allow the Travertine to expand and contract with the cycles.
For more installation tips, please see our Travertine Installation page.