Yes, you can run SQL scripts using code first migrations. You can either use the Sql() method in your migration file, or you can add a SQL script file to your project and reference it in your migration file.
If you want to use the Sql() method, you would add something like this to your migration file:
Sql("INSERT INTO dbo.MyTable (MyColumn1, MyColumn2) VALUES ('Value 1', 'Value 2')");
If you want to use a SQL script file, you would first add the file to your project. Then, in your migration file, you would use the ExecuteSqlScript() method, like this:
ExecuteSqlScript("MyScriptFile.sql");