So does this minion stuff work anywho? Like let's say I want to create a bunch of ice golems, non-reproducing. Do they start naturally dying out or can they only be killed by other stuff?
Generally speaking, they only die when something kills them. Of course, they can also abandon you or other not-exactly-dying ways, but old age isn't an issue.
Are there humans and/or lesser demons I can start enslaving and force to do my bidding?
Not at the moment. Rogue minions from other demon lords (or you, for that matter) might end up roaming close enough to scoop up, and it's theoretically possible to open portals or otherwise trigger events to bring more slaves/subjects/inhabitants/meals to the world.
Over how many turns would it take for the next generation to reproduce into existence as you mentioned selective breeding earlier.
Depends. They require upkeep to do this, but upkeep generally counts as the materials they would normally need. So in most cases, a group of reproducers would produce another one of themselves every two turns. More expensive minions would reproduce slower.
Note that once you start providing minions with upkeep, it can be hard to justify to them why you should stop, or why their new fellows shouldn't get the same treatment. Self-replicating minions are great for expansion but tend to get out of hand.
Also, let's say I wanted reproducing ice golems, is that even possible since they're not biological?
As Demonic Spoon pointed out, the exact details are fairly irrelevant. If it makes enough sense to be magic/semi-magic, it probably makes enough sense to work.
Uggh... Just read the OP like I do. >.>
In his defense, OP's not my clearest work.