Yes. However due to the need for authentication, and several nasty quirks of the SharePoint / IIS server, it won't work until tonight's build, 2.7 b254.

After installing tonight's build, in SharePoint, in the List Tools for the chosen list, click the RSS Feed button. Copy the URL into "Custom feed" in DataManager.
For example:
http://myserver/_layouts/listfeed.aspx?List=%7BC65B4C0C-5FFA-47C9-833A-22F1B5310B83%7D
http://myserver/mySite/_layouts/listfeed.aspx?List=%7B8E544409-17BD-43E2-A2DE-8782711212DF%7D

Alternatively, if using Sharepoint 2010, you may be able to use the Atom feed:
http://myserver/_vti_bin/ListData.svc/SharedDocuments
http://myserver/mysite/_vti_bin/ListData.svc/Tasks
The Atom approach may not work until you have followed the steps here.

You may need to supply authentication details, typically your Windows username & password (requires tonight's build).