No you have to pick a hole from a course and hit the ball into the trap to practice shots from it. Remember there is a limit of 15 shots per hole and then you move on to the next hole.
If you go to the "WGT COMMUNITY" Tab up top you can bring up a drop down for "GOLF COURSES". This will allow you to select and play any ONE hole on ONE course, and is a great way to practice. The default is for short tees, standard green speeds and low wind. Use the mulligan feature to take the shot over again. Remember that you are charged 2 shots on all balls for using the feature, except for the starter ball.
So find a hole with a bunker you want to practice from and use this to get there.