Yes. And because of the aliasing that would be caused by frequencies above the nyquist limit, those freqs are (mostly) filtered out before digitizing the signal, either by the mic design or an analog lowpass filter.

Also, recording infrasound frequencies would reduce the dynamic range for the useful signal (the one we can actually hear), so if the mic/digitizer design are any good, those are also filtered out with similar methods before A/D conversion.

Bottom line: you will need special or customized equipment to capture sounds that are significantly outside of hearing range of normal people. Properly designed standard equipment is designed to ignore them.