What is the evidence that the theme of the poem "The Slave's Dream" is longing for freedom?

To begin with, the title of the poem itself proves that it’s all about the slave's longing for freedom. What can a slave dream of? Of course it’s about his freedom.

The slave must have been a leader or head of some tribe or even a king in Africa but now he’s just a slave. He’s far away from his native land and family. What he longs for is to become free again and go back to his own place. So, he “again” sees “his Native Land” “in the mist and shadow of sleep.”

Unrestrictedly he strides as “a king” and not as a slave.

Beneath the palm-trees on the plain
  Once more a king he strode;
And heard the tinkling caravans
  Descend the mountain-road. 

He sees himself surrounded by his loved ones ~ his wife and children. Nobody comes to take him away from them. But the dream is too sweet to be true and so a tear rolls down his cheek even though he’s asleep.

He saw once more his dark-eyed queen
  Among her children stand;
They clasped his neck, they kissed his cheeks,
  They held him by the hand!--

A slave’s life is completely controlled by his owner. Without any authority over himself, he can’t do anything to please himself unless his master is favorable to him. But, at least in his dream, he’s his own master. He doesn't need to take anybody’s permission to ride his horse at a “furious speed.”

And then at furious speed he rode
  Along the Niger's bank;
His bridle-reins were golden chains,
  And, with a martial clank,
At each leap he could feel his scabbard of steel
  Smiting his stallion's flank. 

 In his dream, it is he who decides how fast he should ride and where he should stop. All these images - “blood-red flag,” “the bright flamingoes,” the slave riding his horse at “furious speed,” the roaring lion, “glorious roll of drums” and the “ocean” - reinforce the fact that the poem is about nothing else but the slave’s longing for freedom.

Moreover, the following lines would leave no doubt that the poem’s central theme is the slave’s longing for freedom:

The forests, with their myriad tongues,
  Shouted of liberty;

Thus, every line quoted here reveals the slave's deep-seated yearning for emancipation from slavery.