Not practically. The amount of power -- volts times amperes -- is enormous, beyond any technology we have to capture and store electricity. We can play with a tiny fraction of it (like Franklin did), but not with the amount of a real lightning bolt.
It's sort of like asking, "I don't want to waste my time eating regular-sized meals the rest of my life. Is there a way that I can just get all the food I'll eat for the next 30 years and eat it all at once?"
NO, your stomach can't hold it.
“We can play with a tiny fraction of it (like Franklin did)...”
Oddly, I just read an account of what Franklin did. He had a metal wire hanging off his kite and it picked up electricity, not a lightning bolt, from the storm clouds. His string conducted electricity when wet. He took precautions not to get electrocuted — used silk cloth wrapped arouond his hand for insulators and stood under a shelter.
Franklin is regarded as a polymath — a person who has tremendous learning in varied fields.
A guy in France used a metal rod and was electrocuted.