Probably not
Piecing the various comments to the question together, we can reasonably conclude the DC Comics stories, including Delany’s Wonder Woman story, are not part of Lieber’s canon.
From the initial question research, it was generally established that Delany’s story was used as a pre-event advertisement for DC’s Sword and Sorcery monthly fantasy comic anthology, utilizing one of DC’s most well-known characters and long-running books. The Sword and Sorcery tales were mostly adaptations of existing Lieber stories, but for one-off fillers which Lieber probably has no regard for at all.
As @KlausAEMogensen reminds us, merely being an officially licensed product does not necessarily mean a given story is canon or exists within a larger continuity. @Buzz notes that it would even have been Lieber himself and not his estate which inked the DC deal.
But in any case. @Buzz also suggests that Lieber could probably not have cared less about others’ tales of his created characters, and would have given such stories little, if any, consideration in his own characters fictional lives and canon.
Although it may not matter anyway, or be an intended feature of Lieber’s canon in perpetuity
@Buzz also observes that:
“It also occurred to me that, with the publication of Swords in the Mist in 1968, Lieber provided (by way of explaining how ‘Adept's Gambit,’ one of the earliest Fafhrd and Gray Mouser stories, took place in the Hellenistic Near East) an in-universe explanation for how the pair could have adventures in other worlds, which they would not necessarily even remember after returning to Nehwon:
‘It is rumored by the wise-brained rats which burrow the citied earth and by the knowledgeable cats that stalk its shadows and by the sagacious bats that wing its night and by the sapient zats which soar through airless space, slanting their metal wings to winds of light, that those two swordsmen and blood-brothers, Fafhrd and the Gray Mouser, have adventured not only in the World of Nehwon with its great empire of Lankhmar, but also in many other worlds and times and dimensions, arriving at these through certain secret doors far inside the mazy caverns of Ningauble of the Seven Eyes whose great cave, in this sense, exists simultaneously in many worlds and times. It is a Door, while Ningauble glibly speaks the languages of many worlds and universes, loving the gossip of all times and places. In each new world, the rumor goes, the Mouser and Fafhrd awaken with knowledge and speaking skills and personal memories suitable to it, and Nehwon then seems to them only a dream and they know not its languages, though it is ever their primal homeland."
In this way, Lieber established a powerful in-universe canon device to address nearly any appearance of Fafhrd and the Gray Mouser in any form, in any media, at any time, and in perpetuity — perhaps even serving to include even unofficial appearances; it no longer really matters about the nature of their adventure, because they won’t remember it anyway and it has no impact on their continuous adventures whether it happened or not.
