I don’t think so ; display.newSprite() accepts an image sheet.
There are two ways of doing this ; one is to use a commercial program. TexturePacker does cost money but has, I think, a free 7 day trial of all its features, and what it calls an ‘essential’ mode where it still works but has limited functionality.
The other way is to use an editing package to create your own sprite sheet by copying and pasting images. This is (of course) much more long winded, but it could be a good learning exercise to do it that way once.
There will be free solutions, but you want something that outputs lua code in the correct format. TexturePacker does this, I think, some others may or may not.