The short answer is "often, but not always." Usually that's a safe bet, but sometimes you just can't assume anything. Most of the language learning books and programs out there that teach "Arabic" (without specifying dialect) teach MSA, but the Michel Thomas Method (for example) has an "Arabic" module that teaches the Egyptian colloquial dialect. And an Arab from any country might say that s/he speaks "Arabic" and really mean the colloquial dialect of his or her home country, not necessarily MSA.
Please correct my mistakes in any language.