I bought USB > FT232RL, can I use it to program a bootloader onto an Arduino?
In fact, you can, but you are unlikely to enjoy it as it will be fairly slow.

While this module is intended for serial communications - which the ATmega won't support until it has a bootloader on it - the chip around which it is built can also be operated in "bitbang" mode:

http://www.ftdichip.com/Support/Documents/AppNotes/AN_232R-01_Bit_Bang_Mode_Available_For_FT232R_and_Ft245R.pdf

Using reconfigured pins of this wired to the ISP pins of your target, and an implementation of the ISP algorithm running on the PC, it will indeed be possible to load a bootloader on to a new ATmega chip.  However, USB is not designed for this type of usage - it is meant to move large blocks of data, rather than to efficiently do sequences of tiny operations.  The result is that the loading process will be drastically slower than with other methods.  You may also spend a fair amount of time tracking down software to do it, or writing your own.

If you have an already working Arduino-style board available, you can use that to program your new chip:

http://arduino.cc/en/Tutorial/ArduinoISP