Yup, they sure do. Here's a
simplied equation of what's going on:
6 H2O (water) + 6 CO2 (carbon dioxide) + light will make C6H12O6 (sugar) + 6 O2 (oxygen)
Anytime the lights are on your plants are taking in water and carbon dioxide unless the stomas of the plants are closed. At any point in the plants life cycle (except possibly for unrooted cuttings) your plants will benefit from enhanced CO2.
Here's a more in depth explanation:
Calvin cycle - Wikipedia, the free encyclopedia
Stoma - Wikipedia, the free encyclopedia
Hope this helps!