Yes, you can file RTI Application to any Indian Embassy via Ministry of External Affairs.
The Ministry of External Affairs comes under Government of India and is responsible for India's representation in the United Nations. For information held by Indian Embassies/High Commissions/Consulates should file RTI applications directly to the concerned Embassy/High Commission/Consulate by Dak/E-mail and pay RTI fee using e-IPO facility.
To know more about the procedure to file RTI Applications Online, please refer https://onlinerti.com/