JW's are unlikely to tell you a lie straight to your face. They would be unlikely to say, "I am not one of Jehovah's Witnesses". However, if you asked one, "Are you a Jehovah Witness?" then they have some options.
Technically, no, they aren't "a jehovah witness". They are "one of Jehovah's Witnesses". So there's a little wiggle room. But you'd likely call them on it later.
The more likely response (assuming they've decided it's more strategic not to reveal who they are yet) is something evasive, like, "We're Bible-believing Christians talking to people of all faiths. Are you a Bible-believer?" The question tacked on the end helps you forget you asked a question and it was never really answered.
"Truth" comes in a variety of flavors for JW's.
Dave