Yeah it should work fine.
dd doesn't need to know anything about the filesystem, it could be NTFS for all it cares!!

Just as a general hint though you'll find Linux a lot easier when you use native tools on it rsather than windows ones.

there are a whole load of 'utility' applications in the windows world that simply don't need to exist in linux becuase its native. Quite often ex-windows users get bogged down in trying to do something the familair way rather than the native way.