Yes it will be rollbacked.
Connection is established with the database and a SqlTranaction is created for the Connection using the BeginTransaction function.
Then the SqlBulkCopy object is initialized and the SqlTransaction object is passed as parameter to the SqlBulkCopy constructor.
Then the name of the Table is specified using the DestinationTableName property and the columns are mapped.
Finally the WriteToServer method of the SqlBulkCopy class is called inside a Try Catch block where the Commit function of SqlTransaction is called right after the execution of the WriteToServer method and the Rollback function of the SqlTransaction is called inside the Catch block.