Yes, if it's a 15" or 17", for sure. Some 13" models may not pull it off. I've a 2008 15' MBP and it plays Skyrim beautifully. As long as it's a model with >= 512MB VRAM, you're golden. Note some MBPs have two GPUs and Windows will only use the more powerful of the two.
could be possible in a virtual machine running windows.
I've seen youtube videos of people possibly running it natively though
It will not work if Windows is virtualized. Windows will need to be installed onto a partition via bootcamp or otherwise and booted into directly such that Windows will have all the system's brains at its disposal.