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You should move the question to Products. "Marketing Central" is supposed to be for topics across the discipline as opposed to Marketo-product-specific questions -- and yes, this is confusing.
The answer is yes, multiple devices -- and multiple browsers on each device, like Chrome, Firefox, and IE on a desktop -- can all be associated with the same person in Marketo, and all activities are consolidated under the same lead.
But the association must happen separately in each browsing context, that is, the person must click a Marketo email, fill out a form, or be programmatically associated in each context or else they'll remain anonymous in that context. It's for this reason that you should never send out direct links to assets like PDFs, since you will never get the fullest number of associated cookies that way.