Yes, with an important distinction depending on what "headless" means for your setup:
If you have a headless Shopify storefront (custom frontend framework, no Liquid templates): Customer Portal v3 (CPv3) can be embedded via iframe. This is the recommended approach and is used internally in the Skio dashboard preview.
If you want to build your own portal using Skio's data: This is not supported out of the box. You would need to use Skio's public API at code.skio.com and build the integration yourself.
In short: You can display CPv3 on a headless site, you just can't replace CPV3's UI with your own while using Skio's underlying portal logic. If your goal is a custom-built portal, that would require building on top of Skio's public API at code.skio.com, which your team would need to own and maintain.
Skio is unable to provide support for custom code implementations. If you're building a custom integration, please work with your developer for assistance.