There are two domains of authority concerning NFA items: the IRS, who is responsible for determining the lawfulness of ownership, and the issuance of tax stamps, and the BATFE who is responsible for the enforcement of the relevant NFA laws on behalf of the Federal Government and the IRS.
The direct answer to your question, is no they do not. However, that will not stop them from detaining you on the grounds of probable cause and holding you until you can clear yourself with the relevant authorities.