In 1982 Franco Baresi took part of the Italian national team, but he had 0 appearances in that World Cup. Is he officially a World Cup winner? In some of his interviews he said "I only lost the World Cup in my career".
Of course he is an official World Cup winner as he was in the official 22-man call up of Italian national football team for 1982 World Cup. You can also see that he holds the World Cup award from his profile at FIFA.com.
Besides that it's a very popular public misconception that if you didn't play a game in the tournament you don't get the title, which is both technically and, I think, logically wrong, as these players deserved to be called up to the squad because they were best from their countries and also they were training along the other players during the tournament.
Officially, yes he is - you can see his page on FIFA's official site which lists the 1982 World Cup as an award. It's understandable though that he wouldn't consider himself a World Cup winner as he didn't play a match in the tournament.
Since he was part of the official team list in 1982, he is a World Cup winner. A player doesn't have to play any minutes to be considered a Cup winner. You can also see that on his FIFA page (go to the career's tab).
He also played in the 1990 and 1994 World Cups. Italy lost the 1994 World Cup to Brazil on penalties, where Baresi was the Italian Captain. It's understandable that he'd say he lost the only World Cup in his career as he lost the final he reached and played in. He was also one of the three Italian players to miss a penalty in the shootout.