Since WoD all auction houses are connected. So there's no need to go to Booty Bay to buy Horde only stuff, you are able to do this in the Stormwind auction house.
The guide says you can search the SW auction house too but most people don't read the text of a step and as it is not necessary to go elsewhere.
A search revealed 11 steps in the Alliance Cata pet guide file and 17 in the Horde Cata pet guide file where you are sent to the Booty Bay auction house.
Edit:
http://eu.battle.net/wow/en/blog/16279304/#items
The guide says you can search the SW auction house too but most people don't read the text of a step and as it is not necessary to go elsewhere.
A search revealed 11 steps in the Alliance Cata pet guide file and 17 in the Horde Cata pet guide file where you are sent to the Booty Bay auction house.
Edit:
Items listed for sale on the Alliance, Horde, and neutral auction houses have now been combined together on a per-realm basis.
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