If it is a thin and transparent film, e.g. polyethylene or polypropylene film, Yes.
Otherwise, you can suspend (or dissolve) your solid in liquid paraffin (parafin oil, Nujol) but the peaks of paraffin might cover the peaks of interest of your compound. So, take a blank spectrum and compare spectra, by dissolving your solid in another solvent, e.g. dichloromethane.