Sure, though here in the US I would bet most insurers would require a physician to order the test for it to be covered? Which presumably would happen only if they thought it'd be useful for diagnosing something, rather than that you were curious (esp. if your curiosity was about your heritage and not something clearly medical).
Yep, a physician has to order the test, but considering they are extremely useful in preventative medicine most people I know that have had it done didn't have any issue getting a doctor to order one.