I don't believe they do. I seem to recall .. and if somebody knows better and correct me, please do .. that the NBA gives them a large amount of monetary support. And it wouldn't surprise me if the WNBA was able to find a way to suck in some government money as well ...
Yep. NYT article from 2016 indicates the league receives money from the NBA and of course tv. It questions if the league would survive without help from the NBA money.