Are those Tasks coroutines? If yes, do they yield on any sleeps?

These aspects are key to goroutines.

Yes they do, they are the building blocks for async/await, get a thread allocated from a thread pool when running, and you can control how the scheduling takes place, by providing your own scheduler implementation.

That is pretty cool, C++ has come a long way since I used it last about 15 years ago.

It seems like both languages are equally capable here, with C++ having more power and foot guns when required as usual.

The code snippet example I wrote was actually .NET with TPL.

C++ with PPL on Windows, would be

    task<T> handle = create_task([] { /* ... */ });

And with standard C++

    future<T> handle = std::async(std::launch::async, [] { /* ... */ });

In both cases, with C++20 it will be possible to co_await handle, which you can already play with on clang and VC++.