Perhaps!  I think (it's been decades!) a water peak elutes 1st in the USP GC Nitrogen Assay.  But you need a TCD detector and a water getter (molecular sieve to dry the carrier gas) on your Helium gas supply.

See this article;

http://pubs.acs.org/doi/abs/10.1021/ac60209a070

Can we do it if the feed gas is CO2/N2 having moisture in it and what would be the carrier gas then and what should be the type of column and detector type?

Same answer you just have to experiment.  But the above article gives you the starting chromatographic parameters.