Sure. Many babies don't mind a bottle of cold milk. Some moms like to take the chill off by running the bottle under a little hot water (or soaking it) for a couple of minutes, but you technically could go straight from fridge to baby. The problem is that it can be tough to get the fat layer to mix back in with the milk if it is cold. (You definitely want baby to get that fat — it will satisfy her for longer and contribute to healthy weight gain.) Plus, baby might prefer milk that's closer to body temperature.
Remember to never heat baby's milk in the microwave. This can cause “hot spots” in the milk that can burn you or baby, and the high heat destroys some of the nutrients.