No, they didn't survive. Like most books written in antiquity, they are long lost.

All we have are fragments that survive in other extant authors. In the 2013 Fragments of the Roman historians (ed. Cornell, 2013) the fragments appear in volume 2, pages 472-491 (with English translation); there are 26 fragments in total. In the older edition of Historicorum Romanorum reliquiae (ed. Peter, 1914, no translation) they are in volume 1, pages 195-204. FRH prints 26 fragments, HRR has 21.

As a sample of the kind of thing we have, here's FRH fragment 6, a passage from Plutarch's life of Sulla:

Sulla not only foresaw his death, but in a way has written about it. For he stopped writing book 22 of his memoirs two days before he died; and he says that Chaldaean seers told him that it was necessary for him, having lived well, to die at the height of his fortunes; and he says that his son, who had died shortly before Metella, appeared to him in a dream, humbly dressed, and begged him to have no more worries, but to come with him to his mother Metella to live quietly and peacefully with her.

The most detailed modern writing on Sulla's fragments is the commentary that you'll find in FRH volume 3, starting at page 289. So for example, again, the commentary on F6 observes that while Plutarch's report might be accurate, it's also possible that Sulla's supposed realisation of his impending death was added by Cornelius Epicadus, a freedman who (according to T4) completed book 22 of the memoirs after Sulla's death.

Most of the fragments come from various works by Plutarch (21 of the 26 fragments, and 4 of the 7 testimonia about Sulla's writing).

Edit: note also the general introduction on Sulla's writing in FRH vol. 1, pages 282-286.