No in this case they only contain limited dialogs between songs. Its actually interesting how the songs work as they don't give away certain aspects that the play can show you. Its not a CD equivalent of the play so don't expect that.
Most Broadway cast recordings include the key songs and sometimes brief bits of dialogue. The CD booklets often contain a synopsis to help guide you through the story.
Please understand these are NOT soundtracks. A "soundtrack CD" is music recorded from the soundtrack of a movie. For cast albums, the cast and orchestra spend a day or two making these recordings designed to re-create for home listeners the excitement of a live performance. A few shows have tried recording the performances live in the theatre but the acoustics don't work well for home listening, and sometime songs need manipulation to make sense on CD without the accompanying visuals. While it is perfectly correct to call soundtracks "cast albums" (because after all they do feature the movie cast) is it always wrong to call a cast album a "soundtrack."