My question is if I have a jam track in the key of A minor, does it mean that I can choose any scale as long as it's in A minor (A natural minor, A minor pentatonic etc.)? Does it also mean that I can use C major or C major pentatonic scale, since it's the relative major of A minor?
sound like you're on the right track... remember A minor and C major have the same notes, just a different root note.

experiment and see what sounds good to you.