You can if you live on a farm and have a fireplace or a wood-buring stove. However,

• there are more people today than in medieval times;
• they are packed into cities;
• those dwellings do not typically permit the burning of coal or wood for heat (they use modern gas-fired forced air and steam heating systems, most of which also require electricity to operate);
• the wood consumption for the population would require significant deforestation, even if everyone had a wood-buring stove (which they do not);

So, you can't use medieval heating methods (burning wood) in densly packed cities whose dwellings aren't designed to burn wood for heat.