I would go with a clay pebble that's meant for hydroponic gardening, if that's what you are talking about then, yes. If you are talking about pebbles that you found in the clay steam bed somewhere, maybe - maybe not.
"Hydroton" or clay pebbles do work great for DWC. Make sure you rinse/scrub them "a lot" before you set up your DWC otherwise a large amount of the dust/dirt will end up in your reservoir.