With the release of Workflow Manager CU4, it now supports Windows Server 2016 and SQL Server 2016! This is a welcome sign for those migrating to SharePoint 2016, especially where you can keep your Windows and SQL Server versions consistent (plus one less instance of SQL to manage!).
Other benefits include AlwaysOn support and 5 server farms; previously only farms of 1 and 3 servers were supported configurations.
Make sure to read the full KB4019220 in order to get information on the pre-reqs for the CU as well as for the new features of the CU. The download is available on the Microsoft Download Center. And of course, SharePoint Updates also has all Workflow Manager updates!