Yep, they can do it from birth, but may need some help/support from you to get in the right spot. If you lay back - you definitely don't have to sit bolt upright with your feet flat on the floor as some nurses are still insisting - make yourself comfortable and put baby on your chest she'll probably just do it.
As she gets older and stronger, she'll be able to sit up and do it without that assistance from gravity that comes when she's on your chest.