Yes and No!

You need to be more specific! Are you talking RA2 or a Luton Homeworks set-up?
Wired or wireless?

If you are using a MX-5000, I would suggest using RA2. It supports two-way control........

A MX-5000 will not communicate directly using RF with Lutron's RA2 system. You can however interphase with RS-232 and Lutron's main repeater or use a MX-5000, MX-6000 or KP-4000 and a network to communicate with Lutron wireless drapes.

Did you read the help guide in CCP?
It is found under 2-way modules and is called Lutron 2-way installation guide.

You can also find tech guides for Lutron RA2. Read the guides on RA2 here......
Especially the main repeater and system protocol. Drapes program much the same as lights!
[Link: lutron.com] Interfaces">[Link: lutron.com] Interfaces

Drape info is here........[Link: lutron.com] Interfaces">[Link: lutron.com] Interfaces

You will need to be certified to get the RA2 software and have your shade qualification to program blinds. About three days of training if I'm not mistaken. 1 day for the RA2 software, 1 day for prefered systems provider and 1 day for shade qualification!
3 days I wish I could put together for myself! No time!

I'm currently putting a system in my condo and will be working with a certified integrator! I have designed the system with help from the integrator and will be installing all the devices! He will do the programming!
I'm just a certified dumb electrician with no time to get trained!

Hope this helps!