J. Alexander Curtis: It's possible, but if it's a directory then most likely it's a no-follow link. If that's the case then it will do you minimal benefit.
Right click the link and inspect element. You will be able to see if it's no-follow or not. There are also a million automated tools that can help with this, but I prefer the old fashioned way.
Steven Ciccantelli: +J. Alexander Curtis cool trick what a shame though no follow from a strong site.
Edwin Jonk: From the expert panel in this weeks SEO Questions hangout on air on 00:57:40 into the YouTube video: https://dumbseoquestions.com/q/dot_gov_follow_backlink +Steven Ciccantelli
The cuetimes listed on this page are functional while the live broadcast continues and also once Youtube has finished processing the public broadcast. Processing time varies between 6-24 hours. During this period the clip is viewable in full but the cuetimes cannot be relied on.
If our assistance with this issue was useful to you, please consider sharing your success story so that others might benefit.
If I am in a .gov directory and I can click on my website does this mean I have a .gov follow backlink? 
