MIDI import

I just recently discovered this great program. I am curious about something. My son just started playing alto sax. I imported a midi file that uses a sax for the vocal melody. I
When I opened it up in up in cakewalk it shows the notes in d in the staff view as the song is in the key of d. When I imported it into musescore the sax track automatically transposed to the e flat sax as it should be. Can i expect this to happen all the time for example...I have a midi file that has different instruments, all I have to do is change that instrument in a track to alto sax and the notation will be correct for the sax? The same for trumpet, fute etc.. ? Just in case you are curious, the song is hysteria by def leppard. A cool way for my son to jam with dad.