I have not played the Stormcloak side of the civil war, so I have never conquered Solitude with them.. but if you do, does the Emperor's cousin still marry in Solitude, and does the Emperor still go there on a visit/inspection at the end of the DB questline? It would be strange if he did, considering that the city is controlled by rebels.
Well, there's still gonna be Imperial supporters in Skyrim even if they lose the war. But to answer your question, yes, the Dark Brotherhood quest still goes off without a hitch even if you finish the Civil War with the Stormcloaks.