Yes, and depending on which command line you are in, it performs slightly differently (Neither is as good as Linux).
cmd.exe (The traditional DOS looking one) will auto complete what is in the current working directory. If you
CD %systemroot%\windows32 and then try a command, it will autocomplete net to netsh for example. Other wise, it will autocomplete to documents, folders, or any file in the current directory.
PowerShell is slight better, it will auto complete cmdlets, and things like ipconfig, netsh as well as items in the currentl directory.
It will not auto complete out of order for these, for example:
I Can "ipconTab" to Ipconfig.
I cannot Get-ACTab ipconf to get the string of commands "Get-ACL ipconfig".
PowerShell cmdlets only is better yet. Where I can do things like:
Get-ProTab -NaTab fiTabTab -TabTabTab and get:
Get-Process -Name firefox -FileVersionInfo
So yes, it works to different degrees and effectiveness.