No, the exam can only be taken at the Dutch embassies and consulates abroad. The exam must be taken at the same embassy/consulate where the MVV has been applied for.
It is sometimes possible to receive an exemption to the integration examen. More information on this can be found in the section civic integration exam. This will only apply to people who have a good command of the Dutch language.
It is also possible to follow a course in the Netherlands in preparation for the civic integration exam. See an example of the course via: www.ikwilnaarnederland.nl.