Air carrier Captain reported the loss of directional control during landing while attempting to exit runway. After the aircraft was stopped and tow requested; it was determine that the brakes were locked and left main tire was slashed.

Narrative

At ZZZ airport on Day 0. Myself and 1st officer landed into ZZZ airport I was pilot flying I disconnected autopilot 34 NM out; we ran the entire checklist verifying all completed together I added 20 degrees of flaps and 95kts over the threshold made a soft landing 1st 3rd of the runway however; rudder control was lost trying to turn on the taxiway off runway. I transferred controls to my First Officer (FO) to see if he had any rudder input as well after a decision of loss of control the airplane was stopped we got out to access. We canceled our flight plan. We contacted UNICOM for tow. We found our brakes were locked in place and there was a slashed tire on the left main. We didn't have breaks on during taxi or takeoff or cruise. We couldn't understand the slashed tired there was not a flat just a slashed that was odd. We walked the runway looking for FOD. The agent at ZZZ stated he saw our landing it was smooth and normal. I personally took photos called Maintenance Control. Wrote up flight log and secured the airplane myself.