Yes you can learn Italian or any other language while sleeping or exercising or walking. The idea is to learn and reinforce knowledge by continuously listening. Our brain is magnificent and in a restful state by continuously listening to sentences or words, our brain starts retaining them.
This video specifies words translated from English to Italian and will teach you how to pronounce several common words in Italian.
We have created many different videos for you to learn Italian. See the playlist for more details.
You can also listen to our other videos for learning different languages.