It's possible, but that include script is a content box, it's not as simple as just one line of code to include RSS feeds, but you can take the script directly. Download the zip file from that page:
RSS (most commonly translated as "Really Simple Syndication" but sometimes "Rich Site Summary") is a family of web feed formats used to publish frequently updated works—such as blog entries, news headlines, audio, and video—in a standardized format. An RSS document (which is called a "feed", "web feed", or "channel") includes full or summarized text, plus metadata such as publishing dates and authorship.
Then, put this code in where you wanna put the RSS box.
In the rssdisplaybox.js file, you need to replace this line of code
var showbbc=new rssdisplaybox("bbc", "bbcid", "someclass")
showbbc.set_items_shown(10, 5) //Fetch 10 entries, but display only 5 at a time (pagination links auto created)
showbbc.set_template("titles") //Use "titles" template, which outputs title + category
showbbc.start() //Required: start script