Yes, unpublished court decisions are indexed in HeinOnline, but they won’t contain a formal citation. Coverage for each jurisdiction varies as to when the coverage for unpublished decisions begins.
For example, 2016 WL 2941204 is a case that is located in HeinOnline, but because it is not officially published, it lacks a proper citation:
Alternatively, a published case will have a citation, indicating that it was decided and filed:
