It depends on the Wordpress site. Some sites will not show your name simply as plain text, and others will make it a link.

The best way to check is to look at other comments on the blog and see if any of them are links. If you see any that are links, then you can be sure that your comment will become a backlink as well. If not, then chances are you will not get a backlink from it.

Also, it's good to use a toolbar such as SEOquake or SEOmoz to see if the links are dofollow are nofollow. Typically nofollow links are less desirable, although there is some evidence that they may still help with SEO.

Ok, thank you Linkvana!