Not as a live feed. Theme Store themes cannot load external scripts, and an Instagram feed needs one. Atrium has no Instagram section for that reason.
Use the Gallery section instead: upload your best photos, give each tile a Link to the Instagram post, and put your profile link under Theme settings → Social media so the footer and the announcement bar carry the icon. It loads faster than any feed, needs no app, and does not break when the feed API changes.
If you want a live feed anyway, an app from the Shopify App Store can add one as an app block or an app embed; that is outside the theme. See Gallery.