You can add milestone tasks to the dependency chains. However, they don't shift when the tasks in the dependency chain get rescheduled. Wrike comes with a built-in conflict monitor that tells you if the date shift doesn't work for your original plan (because of milestones).
A scheduling conflict occurs and the dependency arrow turns red if:
The predecessor task in a Finish to Start type of dependency is set to finish later than the milestone date.
The successor task in a Start to Finish dependency starts earlier than the milestone date.
The parallel task in a Start to Start type of dependency is set to finish later than the milestone date.
You can reschedule the entire dependency chain, including the milestone task. Learn how to do that here.