Does dimensional regularization (and counterterm renormalization) give rise to running coupling constants as the other regularization methods?
Yes. In Dimensional Regularization (DR) schemes, you always introduce a scale $\mu$, for (mass!) dimensional analysis consistency. Renormalized couplings depend on this scale $\mu$ as dictated by the RG equations: $$\mu \frac{\text d}{\text d \mu} g^i = \beta ^i(g).$$
In practice, the scale $\mu$ is introduced by requiring the action to be dimensionless. Take for instance massless $\phi ^4$ theory: $$\mathscr L = \frac{1}{2}(\partial \phi_0)^2-\frac{g_0}{4!}\phi_0 ^4,$$ where the subscript $0$ denote the bare couplings. In $d=4-\epsilon$ dimensions, you can easily see that $g_0$ has mass dimension $$[g_0]=\epsilon.$$
You can define a dimensionless renormalized coupling $g$ by: $$g_0 (\epsilon)= Z_g(\mu ,\epsilon) g(\mu,\epsilon) \mu ^{\epsilon}.$$
By requiring $g_0$ to be independent of $\mu$, you can derive the RG equation satisfied by $g(\mu,\epsilon)$ (in arbitrary space-time dimension, in particular in the limit $\epsilon \to 0$).
In the above example, you are somehow forced to introduce a new parameter $\mu$, but the same procedure can be applied if your original four-dimensional theory already contains some mass scale at the classical level. For instance, if the scalar $\phi _0$ had physical mass $m$, you may as well define: $$g_0 = Z g m^{\epsilon},$$
without having to introduce a new scale $\mu$. This is perfectly consistent with dimensional analysis, but also less useful from the practical point of view, because it does not allow you to tame "large-logs" by a clever choice of $\mu$.
And if this is so, does every renormalization scheme implies running
coupling constants?
As I hope is clear from the above discussion, a running coupling is completely a matter of definition. You can do without it in dimensional regularization, by simply fixing it once for all.
However, in modern particle physics, the phenomena of interest range from the $\text {GeV}$ scale of hadronic physics to the $10^{19} \text {GeV}$ scale of quantum gravity (?). In this context, using a running coupling allows you to trust the results of leading order computations without worrying of large-logs.
So, I would dare to say that every useful renormalization scheme implies running couplings.