Yes of course you can. I think the confusion with shoes comes from the fact that you often are asked to remove your shoes as you pass through security. This, I believe, is because the scanner does not always reach right to the floor, and something may be concealed in the soles of the shoes. Then again, I might have dreamed that!
LyndaB is correct. Soles and heels have been used as concealment areas by terrorists and smugglers in the past. An Archway Metal Detector and hands on body search will not determine properly that area and in todays climate shoes deserve more in depth attention by security staff.