Yes, it has but the supply isn't the problem but the signal voltage level. If you have 5V on the I2C bus the BNO055 will be fried.
You can but you should use a level converter or a breakout board for the BNO055 that includes a level converter.
It looks like the GY_BNO055 has a regulator on-board but as I wrote above, that's not the problem.