Yes, the dependencies are compiled with the same compiler as is used for your code, and therefore it is the same version.
Go Modules may declare a minimum version in their go.mod like so:
module example.com/mymodule
go 1.14
This influences compiler behaviour in two ways:
If the version specified in the dependencies go.mod is newer than the compiler's version, it will attempt to compile, but if an error is encountered then a message will be output to warn the user that the module has been written with a newer version of Go in mind.
If the version specified in the dependencies go.mod is older than the compiler's version, language features introduced after the specified version will be rejected.