At least on a VM running 3.3.2 set for the America/Chicago time zone (UTC -6), DST changes occur when they’re supposed to.
Different cities in the time zone list will have different DST rules. America/Winnipeg changes to DST following American DST rules, but America/Regina does not since the Province of Saskatchewan doesn’t use DST (they sit right on top of a natural time zone boundary, making DST not worth the energy savings).
On a VM you’ll also want to make sure the VM host doesn’t change the CMOS clock under the feet of the guest OS. In VMware this involves hacking a few lines into the VM’s config file.
In a side note, I imagine many Winnipeg and Regina residents would be appalled to be lumped in together with Americans. :-p