Particles don't have wave functions. Only systems have wave functions. So in that sense no. But in a broader sense yes, virtual particles "show up in" wave functions and are closely related to them.
In scattering calculations (the usual context where Feynman diagrams and virtual particles are discussed), you treat the lab equipment as classical and located at infinity. In that limit, there is a sharp distinction between real particles, which reach infinity where they have a perfectly well defined energy-momentum that satisfies $E^2-p^2=m^2$, and virtual particles, which don't reach infinity. In real life, the lab equipment is at a finite distance and made of quantum particles, and you can imagine the external lines in the Feynman diagrams of your scattering calculation as internal lines of larger Feynman diagrams that include the preparation and measurement apparatus. In that more realistic picture, there aren't any unambiguously real particles. The distinction between "isolated particles with fairly clear energy-momenta that aren't significantly interacting" and "it's complicated" is one of degree, not kind.
Interacting relativistic quantum field theories are not mathematically well defined, and I'm not sure that anything can be definitively said about the relationship between Feynman diagrams and wave functions in them, but in simpler models you can make a mathematically precise connection, and the equivalents of virtual particles in those models do show up in the wave function. They have to, because the wave-function and virtual-particle descriptions are mathematically equivalent, and there are no unambiguously real particles in the latter.
Many people take the position that there is a classical world that is isolated from the quantum world by the Born rule or something like it, and that wave functions and virtual particles are just calculational tools and have no reality. That's a philosophically coherent position to take. But to say that virtual particles don't show up in the wave function is, as far as I can tell, not a coherent position, because virtual particles and wave functions are the same thing. You don't have to believe either one is real, but they're equally real.