Absolutely. They make a course unique and give it a sense of place.
North Berwick Pit figured out a clever way to interact with theirs, as did a number of other courses with walls
The periscope at Elie is clever and functional
Chambers Bay has the cement structures
Tobacco Road with the plant behind 13
The Bridge displays art and sculpture on the course
The cow tank surrounding the green at Damnebrog
The indian mounds at the Moundbuilders courses in Ohio.
It would feel contrived if you just plopped down a random thing, but if you’re working around something that was there or impart something from the previous sites use into the current design that adds context.
There’s something about the windmill dead center on 4 fwy at Dismal White that feels off to me, though. It’s doing what I’m talking about, but it’s trying too hard to anchor the entire composition and I don’t think it needed to be the centerpiece.