Actually, no.
Al Qaeda doesn't claim responsibility for their actions.
They didn't for the Embassy bombins, the USS Cole or 9-11.
I don't remember about the Cole or the embassies, but there was a videotape of Osama claiming responsibility for 9-11 all over the television not long afterward (a couple of months or so).
They did release a video right after 9/11 and bin Laden named some of the 9/11 terrorists in it.