As far as I know they can (Mate has the Warriors of Chaos army book) the model even comes equipped with a great weapon. What army where you thinking of using one for?
Thats a very simple rule to get wrong... All you need to do is look up the shaggoth in the army list section of the book and you will see his weapon/equipment options. If you don't believe something, ask to loo at the book and see for yourself. One of you should definitely have and thoroughly understand each of the books for the armies playing. Warhammer is not a simple game, there are a LOT of rules.