Generally speaking yes you can. Whether you should or not is a different question because paint would chip and fade faster than composite deck boards ingrained color would, and they don't typically need to be stained either.
While timber has a layer of paint on it's surface composite decking boards have their color added during the manufacturing process. This enables the colour to go all the way through and retain it for longer.
Paint forms a layer on the surface of the deck which begins to chip and peel away over time, stains on the other had are designed to penetrate the woods surface creating a layer that does fade over time and foot traffic, but does not chip and peel like wood.
If your looking for options check out our Wood Cleaners and Protectors.