Yes. Ledger wallets can support multiple types of Bitcoin addresses. Sometimes users only have a native-segwit wallet installed on their ledger, which Swan Bitcoin cannot withdraw to. If this the case for you, then you need to install another Bitcoin address type on your Ledger.
To walk you through the process of installing the necessary software to your Ledger, I recommend that you watch the following Ledger support video:
https://www.youtube.com/watch?v=7FwfMdMRXjw.
You'll notice at Time = 2:04, there is the option to add either "Native-Sewit" or a "Segwit" address.
Choose to add the "Segwit" address. In the video, it is the top choice called "Bitcoin 2." Then use that new account to generate Bitcoin addresses.
For more information on Bitcoin address types read here.
For more information on wallets in general read here.