The term you are looking for is “castellation”. Have a look at this post:
Yes, you can. The solution is to trace the Edge.Cuts outline over a via, nothing special here. But your board fab might not accept to produce it. You better ask them first.
Show them a picture to be clear: http://www.pcbfabrication.com/pcb-fabrication/pcb-fabrication-images/PCB_product/castellated_Hole_PCB1.jpg