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Any SLAANESH unit can be freely included in the army, and gain all the benefits. Note that some of the allegiance abilities in the book specify they apply to HEDONITES only, which come solely from the book.
You can find the rule reference in the Core Book's page on Allegiance Abilities. Somewhat confusingly, the way it's worded is that if all the units have a given keyword, they all count as an army of the given faction (which is printed in regular sentence case, not KEYWORD FONT). The example given is that if every unit is STORMCAST ETERNALS then your army is a "Stormcast Eternals army".
So when the Battletome refers to a "Slaanesh army", it means an army in which everything is SLAANESH. This would include Slaves to Darkness, Daemons, etc. from other sources that have the correct keyword (or are assigned it at the start of the battle).
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