Yes, but as Poopylungstuffing says it takes practice.
I whistle tunes and different commands for the dog, and also whistle with grass. I can't whistle by putting two fingers in my mouth, though.
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When I put my lips together and blow, it doesn't make a whistling sound, IT MAKES A BLOWING SOUND.
Hmmmm. I've just been whistling to try and work out how I do it and I'm still not sure. I think that maybe when you think about blowing you could be pushing your lips out slightly too much. Plus you have to use your tongue.
Try thinking about puckering your lips together from the inside out rather than just pushing them together as you only need a really small hole to whistle through. And lick them first. Your tongue has to be pressed against the back of your bottom teeth. Then blow but not really hard, just steadily. Slightly adjusting the size of the hole between your lips, your tongue position, and force of breath will vary the note and volume. It does take practice and patience but once you get it you won't forget how to do it.
Let us know how you get on