No, it doesn't work in RMXP requiring the TK module will give you a "Game.exe has encountered a problem and needs to close" thing
Also you may not require .so files with RMXP it will not let you because it uses an edited version of the require definition
@Exsharean - You can use all of the Built-In classes/modules of the ruby library even though a good number of them are not mentioned in the help file, for instance, the Thread class is not mentioned. Then there is the standard library which has more ruby classes/modules but you can only require the ones written in pure ruby some of the very useful ones are: Benchmark - time how fast your code runs on your machine, Base64 encode and decode in Base 64, Zlib - read and write compressed files. I could go on all day but I will let you find these out for yourself
Also if you want to know more ruby then go here
http://www.ruby-lang.org/en/ and if you haven't install the latest version of Ruby (I think 1.8.6 is the latest) that will automatically give you all of the other classes included with Ruby