Yep you can do that. Dropzone automatically registers itself as a macOS service which allows you to send files into Dropzone from other apps. To use this feature you can press Ctrl+Option+Cmd+D with the file or files you want to send to Dropzone selected in the Finder. The keyboard shortcut used is configurable in the macOS system preferences under System Preferences -> Keyboard -> Shortcuts -> Select Services in the left hand pane.
I've also uploaded a video showing how to use this feature here (made to show how to use this for Dropzone 3 but the feature works the same in Dropzone 4):
https://youtu.be/gReRHjppIE4?t=393
(Linked at the relevant timestamp so you don't have to watch the whole thing)
Hope that helps!