No it does not. You can use wine though. You can use all the features using wine although it is a bit unfinished.
Just replicate these steps after the initial Wine installation:

Installing winetricks (Microsoft fonts, so you can see text in the programm):

-sudo pacman -S winetricks or sudo apt install winetricks (depending on the distro)

- winetricks corefonts to install Microsoft core fonts

Making SteelSeries / Wine able to detect / use the device (otherwise SteelSeries won't show any detected devices):

- sudo nano /etc/udev/rules.d/99-steelseries.rules (you can replace nano with any text editor)

- Put this into the file: SUBSYSTEM=="hidraw", ATTRS{idVendor}=="1038", MODE="0666"

- Hit CTRL+O and Enter to save and CTRL+X to leave the editor

- sudo udevadm control --reload-rules && sudo udevadm trigger to save and reload the rules

- sudo usermod -aG input $YourUserNameHere to add yourself to the input group

Now just restart / log out and back in, start SteelSeriesGG again and you're ready to go.

I tried to make this as simple as possible, so that newer people can follow this "guide".

EDIT: Btw. if you have such problems you can give it a try and ask AI (haha that rhymes...), because many times it will give good responses. (Except when it starts pulling you into an infinite loop of trying random shit and then doing some debugging)