Yes you can, but it will only work interactively. It’s probably better to look at one of the alternatives like RUNSQLSTM.
if you are a heavy SQL shoppe, you may want to develop prototypes in RPG that use strings passed from CL, in order to execute the command.
also, the product by ASC, SEQUEL, will allow you to embed their SQL engine in CL. i’ve used it for years and replaced my OPNQRYF statements in the early ’90s with the SQL commands.