Sort of. You can deny access to a IP address, which would in-turn deny access to any websites hosted on that IP address.
If you don't want to play with IP addresses you can use HOSTS file ( C:\Windows\System32\drivers\etc ) and there write specific domains you would like to block in this format: 127.0.0.1 domaintoblock.com 127.0.0.1 domaintoblock2.com