If it's a 2WD, yes, at least in principle, though I'd be concerned about how the steering will behave (I think you'll need to lock it with something a bit sturdier and straighter than the ignition lock).
If it's 4WD with a manual transfer case, put the transfer case (NOT the transmission) in neutral. If it's a 4WD with an electronic transfer case, you HAVE to remove the rear driveshaft. In either case, put the front wheels on the dolly.
If you have a 4WD with electronic transfer case and you don't want to disconnect anything, you need ALL FOUR wheels on the dolly.