Yes, it's safe to assume that Mckayla Maroney does wear underwear. If she doesn't, it's certainly not something that she's divulged to the general public.
I personally couldn't imagine not wearing underwear. It would all feel a bit too free for my liking! That being said, many people around the world choose not to wear underwear, and this is often referred to as "going commando".
According to a recent survey, an astonishing 25% of the people questioned admitted to going commando every once in a while. Funnily enough, 7% of people actually admitted that they never wear underwear.
That might seem like a low percentage of people, but if you transfer that to the general population it seems a bit more significant. If 7% of the population never wore underwear, on average, every 7 people you met out of 100 would be going commando. Working out who those 7% are is a completely different topic...
Here's a pretty funny video about going commando: