Mike,
The rule you are looking for can be found on page 95 of the main rulebook. The specific part is paragraph 7, which says...
Rulebook p.95 wrote: In that turn's Assault phase, however, these units [those that have arrived via deepstrike] may not launch an assault (even if they have the 'fleet' special rule), unless clearly stated in their special rules-
The confusion here comes from the fact that the lesser daemons of Codex:
CSM (a completely different set of rules and a different unit) are allowed to assault out of deepstrike.
The Codex: Chaos Daemons has no such special ability.