That depends. Many third party lensmakers - Tamron, Sigma and Tokina being the big three - manufacture lenses specifically designed to fit Canon EOS cameras. These lenses will, of course, work fine with EOS cameras. The main caveat is the compatibility with the electronics detailed above.

However, if you have a third-party lens which does not physically fit onto your EOS camera then you can obviously assume that the lens will not work with EOS cameras. Sometimes third party lenses can be adapted to fit EOS cameras by way of metal adapter rings, but it’s often not worth the bother. Autofocus will not work, and apertures will have to be set manually on the lens. So adapting lenses this way is only worth it if you have a particularly unusual lens or are operating on a particularly tight budget. For more information have a look at my using manual-focus lenses with Canon EOS cameras article.