Absolutely! My favorite embellishment in sewing is COUCHING. Defined: laying down a yarn or heavier thread and attaching with invisible zig zag over top. I do this with invisible thread in the needle, regular thread in the bobbin. Watch this clip from my recent episode on It's Sew Easy - a PBS sewing series.
Here are links to the favorite invisible threads I use. Clear for lighter couched yarns, Smoke for darker yarns. Remember to LOWER your upper tension so that you don't see the 'regular' bobbin thread peaking at each side of the zig zag stitch. Stitch length is 3. Width - just wide enough to go over your yarns.
Wonder Thread from YLI
Mono-Poly Thread from Superior
Transfil from Mettler.