The short answer is: yes, the IGES standard supports solids and the NX translator does its best to adhere to the standard. If you are importing IGES files into NX, there is an option to sew sheet bodies together where possible. If the sheets enclose a volume, it will be considered a solid body.
However, data translation is usually not so cut and dry. Translation is a 2 step process (export from A, import to B) and errors can occur in either step. Also, what may be considered a solid body in A may not be in B, depending on user options, modeling tolerances, limitations of the program, etc etc.
Based on personal experience, IGES files are not my first choice. If both programs use the parasolid kernel, then parasolid files are the ideal candidate. STEP files are a good 2nd choice followed by IGES. On a couple of rare occasions I have used VRML files.