All dairy can be frothed, although heavy cream is much more difficult than milk to create microfoam from.  The proteins in milk are what provide structure for air bubbles in froth, and fat weighs down the air bubbles. A meringue pie is analogous, as the protein in egg whites provide structure for the meringue but any fat from egg yolks can cause it to collapse. The high fat content of heavy cream make it quite challenging to froth, and you’ll likely only be successful if practiced with and using a steam wand (i.e. not a hand frother).