You can, but if you make a typo your site might malfuntion.
I did this (on my local instalaltion) by just copying existign entries on comprofiler_plugins and comprofiler_tabs. After this I modified the new values to mathc the xml file that comes with the plugin.
But I do not recommend this, sincs you can mess up. It is much better to install lamp or wamp stack (see
www.spikesource.com for windows installer) and then make a copy of your site to what ever computer you use normally. Then install all things there, and copy the site back to production.
mikko