In many cases, yes, you can. You will require a flue for the removal of smoke and combustion gases. It will need to be twin walled insulated steel flue which will need to be swept regularly just as a chimney would. There will be number of considerations such as; recommended distances from combustibles and non combustibles, for both the stove and flue, the exit through the wall/ceiling, the distances from ceiling joists, the exit through the roof and length of external flue.
