Yes UTM parameters are tracked by default with LinkClicky, but only on directly clicked links.
https://go.larryludwig.com/bluehost?utm_source=twitter&utm_medium=social&utm_campaign=firstcampaign
This link will be tracked by LinkClicky.
Whereas if you are looking for the previous page, LinkClicky does not offer this functionality.
If you are looking for the source of a click to your website, I recommend using Woopra in conjunction with LinkClicky. Woopra offers multi-touch attribution.