Absolutely!
Go to File -> Settings -> External Tools and add a new one.
Program and Working Directory fields should be self-explanatory. The parameter field should be $FilePath$. Click the Insert macro button to see more token values that you could use.
You can also bind keyboard shortcuts to the external tools you define.
See the help page on configuring third party tools for more info.
Also, see the answers below with helpful screenshots for Windows or Mac.