You can, but I would recommend starting it in soil. However, if you have a way to oxygenate the water through out the day, every day and change the water every few days, then you can have success with this method. These cuttings can take several weeks to develop, leaving them prone to infection, so it is best to make is as easy as possible for yourself.
I recommend using a rooting hormone. This can be one purchased from a store, or it can be a direct analog such as acetylsalicylic acid. (That's right, you saw that correctly... Aspirin!) You can even root with Honey alone, but that can be a little more tricky.
The trick is to keep the soil slightly moist. Not wet, not dry. This can be done by moistening the soil to capacity then squeezing it until only a few drops of water come out. Put it into your container and cover with plastic, or a dome, making sure that you have just a little airflow. (Not enough to make the water evaporate too fast, but to give it air exchange.)
Keep the soil from drying out by misting the top, and you will have roots in a few weeks. You will know this when you start to see new green growth.
This article will help you to take cuttings: https://www.gardeningknowhow.com/ornamental/trees/tgen/how-to-root-cuttings-from-various-shrubs-bushes-and-trees.htm