Board Thread:General Discussion/@comment-75.137.209.142-20140823194421/@comment-4544033-20140912050427

If you where killed and sent there, no.

Durnehviir, The dragon you meet in the Soul Cairn, says himself that he is trapped. He can only escape for a short time before he returns (either by being pulled back in for returning himself I am not sure). Either way, he is connected to the Cairn, and he has a rather powerful soul.

As for the living, or Vampires, the Dragonborn, Serana, and her mother can all enter and exist as they wish. This may be because they are not full dead and are still connected to their souls (I am not a lore master, so don't quote me on this.)