No and yes, mostly no though :)
ADL does not affect RAW data directly. However it sometimes affects exposure, which therefore gives you a different RAW file under the same circumstance with ADL turned Off.
Trying this on a Nikon Coolpix A, with ADL off, on a given scene I get 1/320s F/2.8 @ ISO 800 but as I increase a ADL from Low to Extra-High, the shutter-speed goes up incrementally, seemingly by 1/3 stop on each step: 1/400s, 1/500s, 1/640s, 1/800s. This says that ADL is trying to preserve more details in highlights, this always happens at the expense of shadow noise.
However, this depends on the scene and results in a less predictable camera experience. It may give you a better exposure but I strongly suggest you get to know the metering system and use Exposure-Compensation (EC) as needed which puts things in your control.