If it slipped on withdrawal, then you didn't have any risk. If it came off during intercourse, a test is, indeed, in order.
If the CSW was licensed, then she is unlikely to have HIV as regular testing is a requirement.
is it an high risk activity as i don;t actually know whether the condom is slipped when getting my penis out or while it slipped while having sex
Yes, this is a risk as this is considered unprotected vaginal sex which is one of the way HIV is transmitted.
This is does not mean you have HIV though. In United States, HIV adult prevalence is 0,60%. CSW are not much more at risk than average people (unless we are talking about street ones). After that, vaginal transmission is considered to be around 1 every 1,250 relations. To put it in simpler terms, your chances of catching HIV are around 1 over 210,000.
Should you consider PEP? Maybe as her status is unknown. But this would only work if the act was less that 72 hours ago.
Should you consider testing? Absolutely! And for other STIs as well as they much easier to transmit. For HIV, results will be reliable after 28 days (42 if you go with CDC guidelines) if you do a duo test (ab/ag). For chlamydia and gonorrhea, your test can be done after around 2-3 days. For syphilis, herpes, hepatitis and HPV, you will have to wait for 12 weeks.