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Have dark elves changed their name or something? I cannot find them on the store. I've been out of the game for a decade so a little behind.

Daughters of Khaine
Darkling Covens
Scourge Privateers
Shadowblades

There is no such thing as "dark elves" anymore.

Can I use these as one army?

If you want. You're going to want to pick up a copy of the general's handbook, it has the rules for army composition in it and the three ways of playing.

Open play - bring whatever you want
Narrative play - playing to a story
Matched plaay - tournment play with points and stricter army composition rules.

All of those factions are in the order alliance so in matched tournament play you can bring them all in one army, they just use the generic order allegiance abilities.

They're also available to each other as allies, auticus. You could use Darkling Covens or Daughters of Khaine as your primary force (they're then only two with allegiance abilities if I remember correctly) and then use up to 20% of your points from the other Dark Aelf factions without breaking allegiance.

Certain warscrolls might be stored under legacy compendium.

The legacy documents are useful if you already have a Dark Elves army from a previous edition of WFB. If you're just getting into AoS, they're pretty pointless - might as well just use the new warscrolls for the new factions they've become.