(How) Can I fry red lentils?
With all dried beans, they should be cooked first. Lentils do remarkably well cooked as rice, which is why they're often paired with rice. A rice cooker set with just lentils, or your favorite pan-rice recipe should work. Lentils don't need to be cooked as long as other beans, so you shouldn't need to pressure cook them, or soak them, like you would other beans.

You can then sauté them in oil, if that's what you want to do. Frying (deep-frying) is not what I would expect with lentils; they sauté well, however.