Sure.
Go in File menu, then new project.
In the window appearing, select the console program.
Then, go in the Build Menu and click on Run.
It can happen you just see a window which quickly disappear.
In this case, right clic on your project, go into properties, then build targets, select "pause when execution ends" for the target you are compiling.
To know what target you are compiling, go into build, select target.
I explained to make a hello world running in console mode, because any other mode will require you to have setup the library you wan't to use, so it's a bit more difficult in C::B's config. (just a bit, but in many cases it's straightforward)