More generally, Yes any orthogonal set of vectors are linearly independent.
So if we consider $R^n$ together with the inner product being the dot product then if the set of vectors have dot product of zero then they are linearly indepedent:
Consider the set A = {$x_1$,$x_2$,...,$x_n$}
Now we need to prove that the sets A is linearly indepedent set that is if you take a linear combinations of A then only solution that works is trivial one.
Consider $a_n \in R$
$a_1x_1 + ... + a_nx_n = 0$
do the dot product with $x_1$ notice everything will vanish since we have by assumption dot product is zero and you'll be left with
$a_1x_1^{2} = 0$ so $a_1$ = 0 and you can proceed similarly and you'll find out that all constants are zero.