It is possible to do it if you are a C programmer, otherwise not. There is an API to do that.

Before making any program to do so, I would like to be sure. I read somewhere that it could be illegal in fact.

What you can do and perfectly legally is that: you open your favourite audio recorder, record your own sound card (check something like stereo in or stereo mix in windows volume control), and then let jaws say something in particular. The quality wouldn't be terrific, but it works.