Indeed you can, i do think you have to wait a week or 10 days or somewhere around that before you can cash out Freeroll Winnings. I think you can just go to your Bonus page and see how many days left.
As a US player, you will not need to deposit, but you may be asked to verify your account to request a Check withdrawal. For other countries, you may need to make an initial deposit of the minimum (usually $10) before you can withdraw your funds.