You could in theory, but you wouldn’t want to. First you are entirely at the mercy of its random trajectory, sure you could nudge it around, but it’s generally going to be headed into deep space, away from any solar energy source. If you had fusion power you could be okay for energy. But if you wanted to turn it drastically, it would require more energy than it would take to just accelerate a space ship in that direction at the same speed.

The main problem is that even if it happens to be pointed exactly where you want to go, it’s not necessarily going to get you you there faster or more efficiently than just building your own starship.

If the asteroid is going really fast, you’d have to build a ship that catch catch up to it and match its speed. If you have that, you don’t really need the asteroid apart from resourcing mining.

If it’s going as fast as modern rockets currently allows, then riding on it wont get you there faster than just staying in the ship.

It wouldn’t solve any problem except providing a far greater reservoir of resources, and not a very good one. What you really want from fusion energy is hydrogen. It’s not efficient to extract hydrogen from rock.