Yes, it can. Please first refer the non-linear material models:
https://optics.ansys.com/hc/en-us/articles/360034394734-Advanced-and-custom-optical-material-models-in-FDTD-and-MODE
here is the list of related examples:
https://optics.ansys.com/hc/en-us/articles/360043165194-Nonlinear-optics-list-of-examples
and more
https://optics.ansys.com/hc/en-us/sections/360007004493-Nonlinear