It seems OpenAI has decided to keep the CoT results a secret. If they were to allow the model to call out to tools to help fill in the CoT steps, then this might reveal what the model is thinking - something they do not want the outside world to know about.
I could imagine OpenAI might allow their own vetted tools to be used, but perhaps it will be a while (if ever) before developers are allowed to hook up their own tools. The risks here are substantial. A model fine-tuned to run chain-of-thought that can answer graduate level physics problems at an expert level can probably figure out how to scam your grandma out of her savings too.
The answer is yes if you are willing to code it. OpenAI supports tool calls. Even if it didn't you could just make multiple calls to their API and submit the result of the code execution yourself.