Short answer: Yes.
But you won't be able to use it in 3dsMax/Corona because neither has color management (yet). There is a hack though available to nVidia users:
https://github.com/ledoge/novideo_srgb It allows to "force" ICC profile onto non-managed applications as well. It might cause some conflicts or issues but it's what it is.
As for software color-calibration (one that generates ICC profile), remember that you calibrated for existing monitor settings at time of calibration. If you change your monitor settings (in monitor OSD menu), your ICC profile will become incorrect.
The best course of action for software color management is to choose Monitor's widest gamut option, usually it's default/stock one, then pick brightness and contrast (ideally between 125-200 NITs, which usually corresponds to 50perc. brightness +/- on average monitor) and then do the calibration. Pick Color space target (sRGB for general web use, AdobeRGB or DCI-P3 for print or HDR or general wide-gamut workflow), corresponding gamma (2.2 for sRGB and AdobeRGB) and White Balance Point (6500K for sRGB and AdobeRGB).
Then load your ICC profile into Windows Color management, and preferrably also the NOVIDEO tool I linked above if you want to see correct colors in 3dsMax.
DON'T embed (or apply) this ICC profile to your images. This ICC profile only applies to your monitor. Save your images with generic color profile depending (sRGB or AdobeRGB, etc..).