Hi,
Simple answer - No - you would have to send data from your Pickit2 on the serial lines to the PC, via a usb converter if you need that.
If you use chips like the 18F4550 then these have USB circuitry built in, but they do need a load of software in C to make it run, so its perhaps not a beginners project - all the software is free from Miicrochips site.
There is a simple way you can get data from your pic to the pc via the PK2 and thats to store the data in the chips EEprom memory, then you can read it back into the pc via the v2.61 standalone PK2 program