In theory, there's no reason they shouldn't be able to; the information is being placed into their brains, not into the matrix. That being said, it's not likely to be that easy -- most skills are a combination of both information / knowledge AND physical skill. The base knowledge can be implanted into the brain, but the physical feedback and development from learning the skill is not so easy.
As an example, I'm a locksmith. I can teach you everything you need to know about picking locks via e-mail, but nothing short of experience will teach you the 'feel' of a pin catching, or give you the experience to adjust your tension correctly. In the Matrix, that's not a problem; the bodies are not real, so default information can be provided. But in the real world, bodies don't have identical inputs / tactile feedback / etc; how it feels to me and how it feels to you aren't the same thing.
Another simple example is throwing knives. It's easy to teach the concepts, but the main part of the skill is gained by experience; I can tell you how to do it, but I can't give you my experience, unless you are in an identical body. In the matrix, no problem.. In the real world... Problem.
Fighting techniques are similar, with additional issues; most martial arts use Katas, or other repetitive patterns to ingrain certain physical responses into the practitioner, as well as to develop their bodies to perform them properly. Reflexes are handled differently than responses; usually triggered when a nerve impulse reaches the spine, not the main part of the brain -- that's why you can't normally prevent them, unless you are aware of them being about to occur, and can preemptively send alternate instructions to your muscles. (Think of being burned, or stabbed; if you are ready for it, you can hold still.. but if not, you are responding before you even know what is happening; that's what reflexes are SUPPOSED to do.) Developed reflexes, unlike true reflexes, occur higher up in the brain.. but they still trigger before conscious thought. That would be rather hard to implant.
So, yeah.. The would still have the knowledge, but it would be more like second hand info; they could use it to train their bodies, but they wouldn't immediately gain the physical skills.