Yes, Cloud-Synchronized Layers will normally sync between Coastal Explorer on Windows, the web version, and the mobile versions, and clicking the New Layer button is all you need to do to create a Cloud-Synchronized Layer.
However, there is a problem with the current version of Coastal Explorer (Windows version) that frequently causes a problem with synchronization when a layer is first created. This problem usually clears itself up after a while, but is frustrating in the mean time. The symptom is usually that a new layer only appears on the system where it was created until a mark or other object is added and then the name reverts to “(Untitled Layer)” and that appears on other systems.
We are preparing an update that fixes this problem and a few others. You can preview it now if you want and we are hoping to release it soon.