Can you buy full grown trees, and transplant them to your yard?

One of the recommended landscape modifications for energy efficiency is to create windbreaks on the north/northwesterly side of your house.

The purpose is to slow down the cold winds so that the cold winds don’t reach your house, and create a relatively dead air space in your yard. Then, your house does not have to fight an outdoor wind to keep the house heated.

So can I buy full-grown trees, and transplant them? Even if it is costly, is it doable?