In the case of static linking, yes; they even share a common file format:
$ file /usr/lib64/libzstd.a vcpkg/installed/x64-windows*/lib/zstd.lib
/usr/lib64/libzstd.a: current ar archive
vcpkg/installed/x64-windows/lib/zstd.lib: current ar archive
vcpkg/installed/x64-windows-static/lib/zstd.lib: current ar archive
But note that one of these things is not like the others:
$ ar t vcpkg/installed/x64-windows/lib/zstd.lib | wc -l
189
$ ar t vcpkg/installed/x64-windows/lib/zstd.lib | uniq
zstd.dll
This is a Windows import library. It contains no code; linking to it results in an executable dynamically linked to zstd.dll (equivalent to GCC -lzstd without -static on a typical Linux system).
Note that the objdump command[1] from GNU binutils works on Windows .lib, .dll, and .exe files, if you want to know more about what they contain.