Sure. Have you managed to get one Arduino which is NOT connected to your PC connected to another Arduino which IS connected to your PC using Tx to Rx and Rx to Tx (and connecting ground to ground of the two Arduinos)?
Here is a great tutorial that should help get you started. It's fire, trust me - it works if you read and follow it closely.
As for the USBHost on the Pro Micro, I can't say as I have never tried it.
One note; however, on the immortal tutorial of @Robin2 . The examples use a baud of 9600
Serial.begin(9600);
and I imagine that decision was made to make the tutorial appeal to the broadest audience possible. You should be using
Serial.begin(115200);
if the Pro Micro supports it (I didn't double check - that's up to you but I imagine it's fine).