I did not see Huggingface supporting it or providing an easy way to do it, like in the open_ai library, but you can hack around or use lower-level components in HF to give context or prompt in inference time. In training time, training on prompts is much more complicated. I hope that someone from HF can address this issue.
The benefits of using prompts are beyond just giving the text of the previous speech segments. You can also provide prompts to control the style of the transcript and add relevant domain-specific or industry-specific terms to the context so the transcription process will be more likely to use those terms in the final transcript.