Yes, they do, but it depends on when their fathers start to establish communication with them. Babies are very sensitive to what is happening around them. Their sensitivity begin right from when they are in the worm. If fathers learn to utter words to their babies when they are still in the womb, maybe by placing their heads on their mothers bellies, the baby would start to recognize the voice of the father.
But if this practice is not done, the baby would only recognize his/her father's voice whenever he starts talking directly with him/her. For instance, the father usually carries the baby when he/she is crying, and he is trying to pet the baby. During this period, he's interacting with the baby. With time, the baby would get to know the man always doing this for him/her. And that's how the bond between them would start to develop, and anytime he/she hears his/her father's voice, he/she would recognize it instantly.