Yes you can, at least I have installed the FS2002 versions into FS9. It wants to install into the scenery DB folder which FS9 doesn't have. That doesn't matter at all. Either let it and activate the new scenery in the usual way, or divert the installation to the scenery folder. I have it installed in the scenery DB folder with no problems at all.
There are issues to be aware of. You will find that the VFR scenery doesn't fit the land ass, by which I mean you will see some slightly misplaced shorelines and water. Cliffs may appear a few yards (metres) inland from where they should be, or some 'sloping' water. It does not detract too much and is hardly noticeable most of the time and, in my opinion, a cast improvement over the default scenery.
In response to Tom's idea, I did exactly what he suggested and they tried to sell me the FS2004 scenery at a slight discount, but as it is the same scenery, but with slightly different installation software and some minor upgrades, I thought it was a rip off. Even with the discount the FS9 version would have cost me more than I paid for the FS2002 stuff three years before.