Yes, you most definitely can! At the bottom of each playlist is a line of links, that looks something like this:

To play the playlist in iTunes, or a similar program, just click the link that says pls or m3u, which are both playlist formats that iTunes supports.

A playlist format like m3u or pls basically just contains a list of links to songs in a playlist, and iTunes will use those links to stream music over the internet to your speakers.