Yes, it's certainly possible. 'January through March' refers to the three-month period from the beginning of January to the end of March.
Note that this meaning of 'through' is an American English usage. The word 'through' isn't used in this way in British English. In GB E we say 'from January to March' and 'from Monday to Friday'. If you're using English in a European context, the British form might be more widely understood.
2015년 10월 8일
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yes, it means it includes all the says/months mentioned:
I work Monday through Friday ( I work Monday, Tuesday, Wednesday, Thursday and Friday)