At least if they test postive for doping. The normal action would just be to throw them out of the Olympic Village, take away their medals and erase their participation in the Winter Olympics, but according to tough Italian laws, doping is considered as a criminal offence. So if committed on Italian soil, and under certain circumstances, athletes found guilty might be prosecuted by Italian courts.
The IOC has obviously tried to downplay this unfortunate side effect of local legislature, but the Italian politicians don't seem very keen on changing this law either.

But as so many things in Italy, there are a lot of words and arguments to satisfy the voters at first, and then everything is straightened out in discretion. This blogger thinks it's highly unlikely that Italian police will be ordered to arrest any athlete for such an offence during the Torino Games.