Yes you can, click here to download a list of countries that you can send to. The list also shows how many credits it will cost to send a 160 character message to a cell number in that country.
When adding international contacts to the WinSMS desktop application, you will be able choose the country from a drop down list, this will automatically insert the correct country code in front of the number you are about to enter.
If the number for an international contact is 0944123456 for example, when you choose UK from the country list, it will automatically insert the country code “44”, you then just need to enter the remaining part of the number which in this case would be 123456. The “09” in 0944123456 must not be entered since it is only required when dialling the number from a phone.