No. Smart Mailboxes aren't true mailboxes, they're simply saved searches. Thus, mail isn't stored in them, they just show mail from other folders. Instead of Smart Mailboxes, you should use Rules and normal Mailboxes to achieve what you're looking for. Just set up a rule to move the message to the appropriate mailbox, and it won't appear in your Inbox, it will show up in that mailbox instead.
jW