EDIT:
Dan posted right before I did, so some of this is redundant.
You can... But if the barrel is a smooth bore or cylinder bore, a rifled slug is going to be more accurate. The sabot is designed to work in a rifled barrel as the round its self has no rifling, more like a bullet through any long gun. A rifle is a rifled barrel, the bullet is not. Thats how a sabot through a shotgun works too.
If you fire the sabot through a smooth bore barrel, as the 930 SPX is, the round will begin to tumble through the air. The sabot round relies on the rifling to stabalize it, where a rifled slug has rifling incorporated to produce the spin it needs to be stabalized through the bore of the gun. Some chokes are rifled I think.
Oh! Also, shot (birdshot or buckshot) through a rifled barrel doesnt work so good either. The pattern will be like a doughnut, circlular with a big hole in the middle, and depending on the range, the hole can be big enough for a small mammal to fit through. Or if you turkey hunt, you can forget hitting the thing in the head.
So, on the 930 SPX, take a look at the left side of the barrel in front of the receiver. It will have the barrel length, the length of the shell it is chambered for, and I believe you will find it says "cylider bore", which is a smooth barrel and essentially an open choke. This is great for things like buckshot and rifled slugs!!!