If the server doesn't support them, you'll get an error message when you go to view your site.
Your server might support them, but have the disabled. For security purposes, a lot of .htaccess overrides are disabled by default. For example, requiring a http password dialog to enter a directory requires that the directory have "AllowOverride AuthConfig" set somewhere in the Apache configuration (I usually put it in the Vhosts.conf file).
Unfortunately, I can't seem to find the minimum AllowOverride setting to enable the rewrite engine in .htaccess ... Guess it would have to be set to "All", which grants a bit too
much freedom on a shared server...