Selvfølgelig er det det.
Et lille eksempel:
<%@ import namespace="System.IO" %>
<%@ import namespace="System.Data.SqlClient" %>
<script language="VB" runat="server">
    Private Sub Page_Load(src As Object, e As EventArgs)
        Dim sw As StreamWriter = new StreamWriter("C:\T1.txt")
        Dim con As SqlConnection = New SqlConnection ("server=ARNEPC2;Integrated Security=SSPI;database=Test")
        con.Open
        Dim cmd As SqlCommand = New SqlCommand ("SELECT * FROM T1", con)
        Dim rdr As SqlDataReader = cmd.ExecuteReader
        While rdr.Read
            Dim f1 As Integer = CType(rdr(0), Integer)
            Dim f2 As String = CType(rdr(1), String)
            sw.WriteLine(f1 & " " & f2)
        End While
        con.Close
        sw.Close
    End Sub
</script>