Yes it is.
Please prepare a certificate in pkcs12 format that is supportted by Vex.
*It is out of operation gurantee to use a certificate in pfx. However it might be able to used since pfx is compatible with pkcs12.
1. Open the "Gear (Settings)" icon in the Vex common header> "Edit Target Information" .
2. Click the "Dsiplay advanced settings" of the host that needs client certificate registration.
3. Check "Use" in "Client certificate" and upload the client certificate from the "Browse" button.