Yes, except that you need people to talk to in that language. For instance, it is hard to practice your classical Latin by talking to people. Those guys are dead, they don't talk back so you don't learn much through the normal feedback loops.The quickest and easiest way to practice is to talk, which is how children learn.
Closer to home, it would be difficult to teach yourself French in this manner without a suitable supply of Frenchies to practice on. Yet that is more or less what is asked of cohorts and cohorts of middle/high school students.