Yes, This Burning Effigy is definitely a goth band because most of their albums belong to the Gothic Rock and Ethereal Wave genres, which are among the core subgenres of goth music. Albums like To Bestial Gods..., Descent, and Resolution are examples of their goth sound.
Some of the other goth artists that are similar to them are Autumn, Adoration, and The Eden House.
This Burning Effigy is located in Ireland, Dublin, active in 1993 — 2001. You can find more information about This Burning Effigy on their GothDB band page.