Yes.
I have put together a github repo with example HTML files to use. You’d need to a run a web server and add that folder to the server document root.
The results I get so far are that DEVONthink creates records for all of the pages. But when clicking links, it makes a new request to the web server rather than using the imported page.
Here are the posts where @cgrunenberg says it should be possible for links to render the downloaded files: