Can yo shoot a 357 sig bullet from a 357 mag gun?

No. The two cartridges are not interchangeable. The .357 Sig got its name because it was an attempt to replicate the performance of the .357 Magnum cartridge in a semi-auto pistol. This was done by taking a 9mm bullet, and placing it in a necked down .40 S&W casing, whereas the .357 Magnum is a much longer, and rimmed, cartridge, developed simply by lengthening the .38 Special.