The answer is "yes and no."
The Lone Wolf RPG (which is what this site is for) is a tabletop RPG, which is almost always for multiple players. You'd have a tough time playing it on your own (though there are ways, and I heard there's a supplement on the site that lets you do it)
The Lone Wolf series, on the other hand, is a group of gamebooks (like Choose Your Own Adventure) that are meant to be played solo. They're a little tough to find in print (the earlier books are easier), but they're free for all on www.projectaon.org, which is an excellent place to start and grow familiar with Lone Wolf.
And then there's Tower of the Sun at www.towerofthesun.com, the Lone Wolf online community, where you can hang out with other Lone Wolf fans, join in the group story in the West Watch, and otherwise socialize. Hanging out there puts you in a good position to play the Lone Wolf RPG Online, which are Internet-run Lone Wolf RPG campaigns where you can play with others across the world.
So... there's your answer.