Does Microsoft Fabric natively support direct integration with GitHub?

Do you mean in terms of pipelines in Azure DevOps or Microsoft Fabric deployment pipelines.

If you mean for Microsoft Fabric Git integration, you can use my post below as a reference point:
https://www.kevinrchant.com/2024/07/22/initial-tests-of-github-support-for-microsoft-fabric-git-integration/ 

If you mean Microsoft Fabric Deployment Pipelines then absolutely. For example, you can reuse the logic in the below post and change the code to work with GitHub Actions instead:

https://www.kevinrchant.com/2024/06/11/update-fabric-deployment-pipeline-stages-with-deploymentpipelines-deployall-and-yaml-pipelines/