Can you bury electrical wire in cement?

Yeah, of course. Nowadays a lot of the wires going to houses are underground in cement.

However - you should not bury the wire / cable directly in the cement - over time the chemicals from the cement will attack the cable and destroy the insulation. The cable must be inserted into a protective tube called 'conduit'. Mostly these days plastic conduit is used, but check local building regulations - in some locations and circumstances metal conduit may be required. It is also possible to purchase 'armoured cable' and use this, it is mostly used to bury cables where there is some risk of physical damage such as from someone digging, it is expensive.