Yes but the effort involved in building a working Pentium systems is best left to the East Asian Board Design Houses. You'd actually be better off starting with a working motherboard.
It might work as the processor to an FPGA system, but you need to know assembly or be willing to put the rest of the hardware together to allow an OS to be installed. Not trivial work. There is usually a better way. These chips are no longer mass produced so it has no commercial use as the economy of scale is gone, and finding them used for resale is not promising and likely not worth it.