Yes, you can enter deductions in Step 4(b) of Form W-4.
I don't know what you mean by "can I claim for married which has a higher deduction amount than single?" You cannot select "Married filing jointly" in Step 1(c). Are you referring to the amount on line 2 of the Step 4(b) Deductions Worksheet? You can use the married filing jointly amount if you want to. That will reduce the amount of deductions that you enter in Step 4(b), which will increase the withholding from your pay.
Before you fill out the W-4, be sure to read Notice 1392, Supplemental Form W-4 Instructions for Nonresident Aliens.
