Phone with Surface Pro 1/2/3

No. You can't. I remember hearing a while back that this would be a coming feature. But I think it was only a rumor and won't happen anytime soon
 
You'll have to use a 3rd party app. If you're with Verizon you can use Verizon Messages to send sms messages. You can also try AirDroid if you have an Android device. There are numerous other apps out there. Those are 2 of the ones I use.
 
This feature has never been announced with Windows, it will be apart of the next OSx Yosemite
 

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