Is it possible to cook millets without having to grind it into a powder?
Millet in general is perfectly cookable as a whole grain. It functions pretty interchangeably with other grains and pseudograins, except where you need very specific qualities (e.g. you probably won't be able to make sushi out of it because you can't get the right amount of stickiness). 

I don't know about Ragi specifically, as opposed to the generic food sold as just "millet", but I don't see any reason for it to behave differently. In the worst case, just give it a try - there is little reason to think it could fail.