Generally, you can get it done. If you have a three-burner grill, you tend to turn on one of the side burners and keep the other two unlit. Set up wood chips in a pack of aluminum foil or a "smoker tray" above the lit burner. Perhaps set up a water pan under the meat if you want to help block the direct heat for an indirect smoke.
It'll look something like this, with only the leftmost burner turned on.
Edit: I'd use hardwood chips [available at pretty much any home improvement store], not pellets designed for a pellet grill. The pellets may not smolder properly.