Yes you can, and there are several posts addressing this question on the forum:
Is it posible to add iframe directly in lightning components?
iframes in Lightning components
However, the error seems to be in relation to the CSP directive, you can manage the CSP settings under critical updates as mentioned here.
Stricter CSP is enabled by default for sandboxes and Developer Edition
orgs that have previously enabled the “Enable Lightning LockerService
Security” critical update. For all other sandboxes and Developer
Edition orgs, stricter CSP is disabled by default.
To disable stricter CSP:
From Setup, enter Critical Updates in the Quick Find box, and then
select Critical Updates.
To “Disable Stricter Content Security Policy
for Lightning Components”, click Disable. Refresh your browser page to
proceed with stricter CSP Disabled.
(changed enable for disable within the text)