No, it doesn’t seem to work out of the box when self hosting. For example, when attempting to set up the Google integration you get the following error:
Error 400: redirect_uri_mismatch
The redirect URI in the request, https://plausible.my.domain/auth/google/callback, does not match the ones authorized for the OAuth client. To update the authorized redirect URIs, visit: https://console.developers.google.com/apis/credentials/oauthclient/${your_client_id}?project=${your_project_number}
When viewing the Twitter Referrer drilldown on the public plausible.io stats, you see the tweets that linked to the page. This doesn’t happen on my instance. I’m guessing I need to configure a Twitter API key, but this isn’t documented anywhere as far as I can tell.