This thread among others addresses this complex issue:
It seems that there are some treatments you can use to allow some type of “marking” of the metal. Whether or not we can call that engraving or not has been hotly debated. Leaving deep tool marks like you would have with a carbide cutter: no. Leaving some type of visible marking, possibly. Depends. It seems the previous parts of this thread have explored this.
Also the tech specs page at Glowforge in the materials section: Glowforge - the 3D laser printer