not out of the box. but thanks to directx, construct also uses .fx files written in HLSL, so the changes are marginal. most of them are due to the different ways the both programs interface with the shader.
very short semi-informed manual: when looking at the Additive.fx in construct's effect folder, you can see that the most important (and in this case only) thing is to define a technique called ConstructEffect, which construct calls. when looking into any 'foreign' .fx, you will also find these definition (mostly at the bottom). these techniques tell which functions should be used for vertex- and pixelshading. if you just boldly go and rename them to ConstructEffect, construct can uses the shader. make sure to have VertexShader refer to null, though (else it didn't work for my first try).
i'm just trying this out, so take it with a grain of salt, but i guess by looking at the other .fx in the construct folder, it should become obvious in which way one has to define variables for them to appear in construct.