Dragons in the elder scrolls have many fabulous powers thanks to them knowing and speaking the words of power.
What I'm not sure about though is, if they have a power that dragons in other fantasy settings have: The ability to take on a humanoid shape?
It's a possibility, though it's never been confirmed or denied. And as other users have noted, it would be difficult to persuade someone that Olaf was Numinex in human form if people had never heard of such things.
I would guess not, though. Within the metaphysics of TES, there's a very clear distinction between mortal and not-mortal. Dragons fall into the latter category, which is why "Dragonrend" works: it forces them to contradict their not-mortal nature by understanding mortality. Because of this barrier, it seems unlikely that a dragon could take on mortal form, in the same way that they can't use the Dragonrend Shout.
Technically, though, the Dragonborn could be considered a dragon in humanoid form (although s/he was born that way), and s/he doesn't appear to be in constant spiritual agony.
It's a possibility, with equal weight, I would say, on either side of the yay/nay divide. On /r/teslore, we might tell you that "they can if you want them to". The open world nature of the games means that all our experiences and headcanons are welcome.
I do not believe dragons in TES can take human form since, as mentioned by Midwinter Sun, their immortal status precludes it. Additionally, Dragon's Reach was built as a trap to hold a dragon captive. If they could assume human form, or any other form for that matter, the trap would never have worked.
On the other hand, when Tiber Septim became Talos, he assumed the form of a dragon so it is possible that some dragons may have originally been dragonborn and had human forms originally and could have the potential ability to switch back as needed.
In the quest Tending the Flames from The Elder Scrolls V: Skyrim, the following option can be selected under certain circumstances:
