Can we run SQL script using code first migrations?

First you need to create a migration.

Add-Migration RunSqlScript

Then in the generated migration file you can write your SQL.

// PLAIN SQL
Sql("UPDATE dbo.Table SET Created = GETDATE()");

// FROM FILE
var sqlFile = Path.Combine(AppDomain.CurrentDomain.BaseDirectory, @"Custom.sql"); 
Sql(File.ReadAllText(sqlFile));

Then you run

Update-Database