Absolutely. I did it in the last place we lived over a period of several years, and it was a crashing failure because I really didn’t fit in there (foreigner, left winger in a high Tory village, working mother of a young child in a place where these were very rare — only two out of DS’s primary school class of 27). I realise with retrospect that it was never going to work just because I was a poor fit locally. I volunteered, ended up running a playgroup, asked people for coffee, accepted all (few) invitations, did things like asking DS’s friends’ parents for dinner etc. In the end, I made my friends at work.
Then we moved countries in late 2019. Despite the first lockdown occurring only a few months later, I was proactive about exchanging numbers with people I met, inviting DS’s new school friends for play dates and asking their parents to stick around for a coffee, talking to people I met randomly etc. This time it worked, and was reciprocated — I could do with more friends still, but 2.5 years after moving to a new country, I have a core of good people, who are interesting, stimulating, kind and diverse, in my life.
Don’t be cast down by knock backs. Some people won’t be interested or available, but unless you’re unlucky with your environment as I was last time, some will.