No, they don't. Cologne lost 4 animals during the last 2 years, there is just one male left. They bred regulary, but were not able to establish a stady european population...
The male is the last Saiga at an european zoo and will disappear from Cologne soon.
If they kept well in captivity, wouldn't you then expect them to be more common in zoos?
Your question has been already asked several times before. For an answer, take a look at http://www.zoochat.com/37/last-saiga-75012/