Thank you for evaluating our CMS!
We do not have that option out of the box, but yes, this can be implemented. You can use the API to create such module, and to create content items with it. The source of the content components does not matter - as long as you parse the XML of the RSS and get the items, you can submit them to the API.
Here is a sample user control that can be plugged in Sitefinity in order to consume an RSS feed:
And here is an example on how to create a Generic Content Item. Keep in mind that if you have the RSS components, you can pass them to the same methods:
Our support team will be glad to help you further. Just let us know if you need any assistance.
the Telerik team