Yes, you can.Maybe you don't know that many people mistake emoticon with emoji, but emoji are actual pictures instead of typographies. It comes from the japanese word e (絵, picture) + moji (文字, character) and they are smileys used in electronic communications, apps and web pages.

As emojis are images that express a particular emotion, so you can save them in your phone gallery and send / post on social media -like facebook comments- as any other image. 

Some apps like WhatsApp or Telegram let third party stickers, so you can integrate your emoji as sticker to use on those apps.