yes,
although you can just as easily create an object and then move it to a random place all in one go before the screen has time to update.
Lets say your frame is 640x480. Make three events with the 'create object' event first.
'Random (640)' or 'Random (480)' are manually typed into the expression editor.
event 1
-------
Create object at 0,0
event 2
-------
set object's X coordinate to random (640)
event 3
-------
set object's Y coordinate to random (480)