Is it possible for me to draw divided highways in City Engine?
Definitely, and there is probably more than one way to go about doing this.
One, draw two lines and set them both to one-way pairs. You might draw one line first, select the line and copy it for symmetry. This method would work best if using on/off ramps. This is probably the best way.
Two, if your divided highway is very limited access and/or has rural crossing intersections , you could use one street and set the width to something really wide to accommodate all lanes and add a grass boulevard.
You could also use the ESRI fence code in the sidewalks space to create different safety barriers.
I would start with an existing code, some have a little freeway structure already like the complete streets code, and then see if you need more customization from there.