I am positive they do because some celebrities have normal identities in real life as well. Many young, well known stars, go to college and do quite well academically. Emma Watson of Harry Potter fame graduated from Brown not so many years ago and she was supposedly a completely normal student on campus. Harvard usually has a few students that are already quite famous before they enroll like Natalie Portman but they have to go to class, study and participate in group group sessions both offline and on just like everyone else. Natalie Portman is multi-talented and co-authored two peer-reviewed academic papers published in respected journals while at Harvard.
Not all stars are sucked up in the Hollywood glitz and glamour scene. I expect that the ones that are more grounded and have other talents are just as likely as anyone else to participate in forums like this or even ones that are much more mundane if they have special interests in it. I am sure that Alice Cooper has participated in golf discussions somewhere online because he is extremely into it and unusually good for an amateur. Other celebrities are really into model trains, fishing or crocheting and it makes sense that they would want to join other enthusiasts discussing it in an anonymous way.
We have had some admitted minor celebrities here as members and I am sure a lot more have read this board and probably even posted anonymously just because so many people have come through over the years. The Bad Astronomer was an active member for a few years and I used to see his name pop up even in the mainstream media in the early 2000’s. We also had an original member of the 1960’s rock band The Five Americans as an active member. There are probably some others that I am forgetting as well.