Only if you go on sites that have the ability to receive messages from people (and where those people know who you are). You can choose to go to those sites, or to go elsewhere.

At school, when the bullies are following you around the playground all day long, you've got nowhere to hide.

Also, most cyberbullying typically leaves a papertrail behind it - you can take the Facebook posts or whatever as evidence of what's going on. In the physical world, that's often a lot harder to get.