I am assuming you mean if you can make them core provinces is the question, and those are the starting ones that the game gives to you by which country you choose. You can't make other provinces that you take over core provinces because resource gain from core provinces is higher then those that you conquer as they produce at a 25% rate and core produces at 100%.
One thing to keep in mind when you are looking at the pathetic resource production of captured (non-core) provinces is that morale has a large influence on production rate as well.
As the morale of a captured province improves the production will rise.
But what you really need to keep in mind is that your core provinces will outperform any 4 captured provinces. So it is very important to build indstry and infrastructure on your core provinces early in order to maximize your resource production.
And to protect your core provinces. And attacking the enemy's core provinces is more important than the enemy's other provinces.
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