If you mean, embed some data in the blockchain without sending any value with it, then yes. Follow the 'Transaction metadata' section in the Getting Started page, with the following changes:
- Pass 0 in the last parameter to preparelockunspent
- In the last parameter to createrawtransaction, pass '{"your-address":0}'
As long as you use the appendrawmetadata call as per the tutorial, this transaction will effectively send nothing from you back to yourself, but embed whatever metadata you want alongside it. Please let us know if this works for you.