Define "works with". You can route MIDI to GPO KP2 standalone the way Jon mentions, so in that sense it does work with GPO. But, if you want to take advantage of Human Playback, I think you will face an insurmountable problem. PM 2004 - which I briefly used with GPO - used velocity and CC#7 for dynamics, where GPO uses CC#1. This incompatibility forced me to upgrade to Finale 2006.
Now, it seems that PM 2008 still doesn't allow you to define your own HP techniques, the way you can in Finale, and that you are still locked to the velocity/CC#7 dynamics. If that is the case, you won't find much satisfaction in PM, if your goal is to use it with GPO.