Yes, they do. Many apps use them (including the one in the linked article, which shows customized usage descriptions in their screenshots). The documentation I linked applies to both Cocoa and Cocoa Touch, and you can see whether OS X or iOS or both supports each key based on the Platform column on the right.
They do :)
See all of the NS.*UsageDescription keys listed here:
https://developer.apple.com/library/mac/documentation/genera...