I'm quite new to this pattern...
If you've got lambdas, you don't really need half of "design" "patterns" altogether.
Factory? That's just a function returning new objects. Visitor? Duh! Command? Anonymous function. Interpreter? Function which takes string or whatever. Strategy? It's a function!
That's just lambdas, functions and closures.
So yes, you can use anonymous (or otherwise named) functions where you would use the Command pattern.
I would say no, on the basis that a function cannot really encapsulate the details of a command, and if it as anonymous how can both the caller and callee understand what it represents?
(If one wanted to be pedantic, the GoF description of the Copmmand pattern specifically describes the use of an object to do the encpsulation, preclusing a function based implenetation, though that would be nit-picking).
If your command supports only one operation, you can safely use an anonymous function.
However, it's not uncommon to have more than one operation for each command. E.g. DoCommand/UndoCommand for undo/redo-handling. Or CanExecuteCommand/ExecuteCommand to enabled/disable UI features for the command. Or something like GetLocalizedCommandName. I would use an interface in these cases (instead of e.g. a tuple of anonymous functions).