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I've scoured the book, and I don't see anything about not being able to load up artillery units in transports (ork Kannons in a battlewagon, for instance). It is legal, correct (though they obviously can't fire if the transport moved)?

The information you are looking for is on page 78 of the main rule book, second paragraph under the transport capacity heading. These restrictions inform you what unit types can normally enter transports and all transports are limited to these restrictions unless they have rules stating otherwise. Given that only a single unit type is presented, your question would be answered by comparing the unit type of the artillery piece and seeing if it matches the restricted unit type of the transport.