Yeah, you select a shape and either select a pre-existing gradient from your Swatches panel or make a new one in your Gradient panel. You can drag swatches onto your Gradient panel to make new gradients and also drag those new gradients into your Swatches to keep them permanently. In your Gradients panel, you can also drag the triangles on the bar (you'll see what I mean when you look at it) to help change the percent of each color you want in the whole thing.