Can I use an ICC profile provided by a printing company in DxO PhotoLab for soft proofing?

This information applies to version(s): 6 (Elite Edition only)

Yes, ICC profiles (RGB and CMYK) can be loaded in the soft proofing palette.

Usually, ICC profiles provided by printing services are only meant for soft proofing purposes. You should follow their recommendations about whether to apply it on export or to remain with sRGB or AdobeRGB.