Yes. The process is typically done with a film recorder, which exposes a digital file onto slide film so it can be mounted and projected in a normal 35mm slide projector. This used to be common, and some labs have offered the service; there were also desktop units such as Polaroid ProPalette models.

The main advantage is that you can use inexpensive slide projectors and get the classic slide-show experience. Good film-recorded slides can produce very nice projections.

The main downside is quality and workflow. Results depend heavily on the recorder used: cheaper units often had lower effective resolution than their advertised pixel count, with softer detail because pixels/dots bled together. Higher-end recorders gave better, crisper results, but were much more expensive. You also usually need to supply files at the exact resolution the lab or recorder expects.

So: yes, it’s possible, and it can work well, especially if you like the analog presentation format. But unless you use a good lab or high-end recorder, don’t assume it will match the sharpness of your original digital files.