Question about alliance members in one game

No

There is no rule preventing players from joining maps together at the beginning of the game, and working together towards victory. This is not any different than forming coalitions, non aggression pacts, and secret alliances within a game with people you don't previously know.

The closest rule is regarding Wolfpacking, which is the joining of maps to help another player in a conflict that is already in progress. If the players joined the map at the beginning, that is not wolfpacking.

Historically there were problems with wolfpacking, but those have mostly been solved by limiting the kicking of inactive players in larger maps and tutorial games. Also there are now limits in how long games can be joined, which varies slightly by map, but is less than 10 days in most cases.

There are a few other things that could be considered cheating , such as if one member simply pushes resources, land, or units to other members, or gives land away by uncontested takeover. Those are rare, but still forms of cheating.