Yes -- at least, usually. Some EVgo stations have Tesla plugs, which actually use a modified Tesla CHAdeMO adapter. They can charge at a maximum of 50kW. To use EVgo stations that are not so equipped, or other DC fast charging stations from EA, ChargePoint, or other providers, you'll need an adapter. Currently, there are several choices, but for a 2022 Model Y, the best choice is almost certainly Tesla's CCS1 adapter. It's compact, relatively cheap, and charges at close to Supercharger speeds on fast enough CCS hardware. Unfortunately, Tesla has not yet begun selling it in North America; it's officially available only in Korea. At least one company,
Harumio, is importing them as a grey-market item. (That is, it's legal, but not officially supported by the manufacturer.) This adapter should work with most Teslas made recently (since October of 2020, IIRC; but that may be wrong). There's a screen in Tesla's center display that will tell you if the car supports CCS, but I don't recall precisely where it is, offhand; maybe somebody else can give that detail. It's marked "CCS support" or something similar, in a list of vehicle capabilities/features. AFAIK, all 2022 Model Ys support CCS, but Tesla's been known to pull down old parts for use when they have a shortage, so it's definitely worth checking this detail.
Harumio also imports Tesla's CHAdeMO adapter, which disappeared from Tesla's Web store a few months ago. It's limited to 50kW, it costs more than Tesla's CCS1 adapter, and as CHAdeMO is a dying standard, it's just not a good choice unless your car doesn't support CCS -- and even then, it might be better to wait and hope that Tesla offers a CCS retrofit when they eventually offer the CCS adapter in North America.
Finally, there's a third-party CCS adapter from Setec, sold in North America by Lectron. It mimics Tesla's CHAdeMO adapter on the car end, so it's limited to 50kW. It's also bulky and more expensive than Tesla's adapter, and Tesla claims (with some plausibility, IMHO) that it poses an electrical arc hazard because of its design. Thus, Tesla has, on at least two occasions, found ways to disable the adapter. Most recently, some people say it's disabled, but others say that the car complains about the hazard but it still works, so it's not clear if Tesla has given up on the whack-a-mole game or not. Overall, as with the CHAdeMO adapter, this one isn't as appealing as Tesla's CCS adapter. I really can't recommend it at this point unless you're desperate and can't use Tesla's adapter -- and even then, I'd favor the CHAdeMO adapter, at least until CHAdeMO stations start getting scarce.