Looks like they are only supported in lightning experience and Salesforce Mobile App lightning:navigation
With the lightning:isUrlAddressable interface, you now control which Lightning components can be opened programmatically. You can also now easily capture URL parameters using the v.pageReference attribute and use the parameter values in your component. With the lightning:navigation component, define a pageReference object for navigating to a custom component that implements lightning:isUrlAddressable and set any attributes the component allows.
Where: This change applies to orgs with Lightning components in Lightning Experience and all versions of the mobile app. These resources aren’t supported in other containers, such as Lightning Components for Visualforce, Lightning Out, or Communities. This is true even if you access these containers inside Lightning Experience or the Salesforce mobile app.
Summer 18 release notes