Yes, Stephen LaBerge and others have documented this in detail. If you haven't read his book "Exploring the World of Lucid Dreaming," you should check it out. Also, keep in mind that the more information you provide yourself with while awake, the better able you will be to integrate that information into your mind while asleep. Watching videos, practicing, or visualizing the art you want to practice in a dream before you go to sleep will help prepare you to fulfill that quest.
"Life is that which dreams are made on, and is rounded by a sleep."
-Prospero, Shakespeare's "The Tempest"
Check out my lucid dreaming blog: www.rememberawake.com