Generally not. Various Big Finish stories have contradicted the events of the novels or comics. Big Finish appear to have the idea that their audios and books must only be consistent with themselves and the television show.
Big Finish have released certain stories containing characters or concepts from the novels or comics, but these have explicitly been categorised as "side steps". The Big Finish Guides have also stated that they consider the novels and comics to take place in separate realities to the Big Finish Audios.
However there has been the occasional exception. For example, the adaptation of "Love and War" (audio story) was not marketed as a "side step", and "The Company of Friends" (audio anthology) combined characters from the audios, the novels and the comics, and again was not marketed as a "side step".