I can't find anywhere it says that is does, but when I exit steam it will sometimes say something about uploading to cloud even though Skyrim is the only game I played on steam.

No. You can tell by right clicking the game when it is installed, going to properties and at the bottom of the updates tab it should give you a stat about how much cloud storage you have for the game and how much you are using. If it isn't there, it doesn't support it. I really hope they add it later but I won't hold my breath.

Darn, I was hoping it did and just did not say it on the home page. O well thanks for the info.

Plain old save files. Put them on Dropbox if you want cloud support ;)