In general, yes, but a lot of its cross-platform capabilities are community-contributed/community-led, there are still some APIs that don't have cross-platform implementations (because it hasn't been a community priority), but also there are APIs that simply can't work on any platform but Windows (obvious things like Registry access, for instance) and will either no-op or throw clear exceptions on other platforms.

The "desktop app packs" for WPF and WinForms Microsoft has made very clear that they will not support anything other than Windows. (They also won't directly be a part of .NET Core according to diagrams, but packages installed on top of it.) It's also unclear if they can be open sourced (they probably cannot be), and if they can't be open sourced it is unlikely a community-led effort could easily work on making them cross-platform.