Yes, the IN operator is available in OQL. For instance
SELECT FirstName FROM Sales.Customer WHERE Name in (SELECT Name FROM Sales.Customer WHERE Name LIKE 'B%')
You can test this at https://mydemoversion8-sandbox.mxapps.io/p/OQL → button “Where in (subquery)”. Some description is to found at https://docs.mendix.com/refguide/oql-operators