Sure, but if you use any fasteners you're going to have a heaping helping of water coming through the roof.
Keep in mind that heat tape is a band aid approach to solving a problem. That problem presumeably is ice damning. Ice damning occurs primarily from snow melt upon the bottom side of the roof deck. This is a result of improper ventilation and or insulation. You may read more about it here Ice damming and Attic Ventilation, while this article is intended for owners of sloped roofs the principals are the same with flat roofs.
Further more ice damning is formed when drainage becomes blocked, such as gutters and down spouts. This is especially true with typical Chicago residential flat roofs because the often only have one downspout which quickly freezes. The cure (in addition to ventilation and insulation) is usually larger gutters and/or down spout and the addition of a back up downspout.
Sometimes the savings that comes from doing it yourself can be blown away with one mistake.
The information found in this post is not to be considered legal advice. All information should be considered relative, not specific. Never attempt any repairs you are not comfortable with. Always maintain safety! The author of this post takes no responsibility for any losses that occur. Use at your own risk.