Yes. We do it all the time.
In some sense, the tricky part is not the antenna itself. It's the electronics that you use to drive it. Electronics can be fast enough to drive an antenna at a few GHz, which is why it is easy to generate microwaves: just hook up some fast electronics to a microwave antenna. But there are few (if any) electronics fast enough to drive an antenna at these high frequencies (like 1 THz).