Often I have issues with terminology in Captivate. If by 'widgets' you mean the Learning Interactions, the answer is Yes, they are compatible with HTML output. Although for full functionality you may need to upload to a webserver.
If you talk about the widgets which still are available in Captivate, but which are not under the Learning Interactions, the answer is No.
If you talk about external widgets, it depends. There used to be tons of widgets for SWF output, but for HTML5 output there are really only a few. Ask the developer of the widget.