This question is very vague. As a Warhammer army, like any, they are only as good as the commander commanding them. Each army can win and lose, just depending on how they are fielded.
On the other hand, going for the more literal interpretation of the question, no, Slaanesh Daemons are not good. In fact, they're rather evil. They seek to further Chaos by appealing to the lust in Mankind, and destroying their minds in the process.
If it is in the Warhammer 40k codex for Daemons, then yes. If not you can always substitute the model for some other Slaanesh daemon.
Unless it specifically states in the daemons codex that they can, they can't. They follow normal deep strike rules.
The Greeks believed that daemons are spirits that live inside them, they also believed that daemons can read the future. Some daemons are good and some are bad.
Here Be Daemons was created in 1980.
Here Be Daemons has 213 pages.
Sumerian Daemons was created on 2003-02-18.
Net Daemons Associates was created in 1991.
The ISBN of Here Be Daemons is 0-7221-2499-6.
Daemons are programs that run in the background and are usually not designed to have a graphical interface.
A daemon cannot be won, or transferred from one person to another. The people of Lyra's world are born with daemons.
It doesn't exist! Sorry!
The cast of The Daemons - 2002 includes: Athol Farmer as Dancer Markus Gertken as Man Adrian Linke as Man with bag