You should first check the web site epsg.io to see if you can find the projection you want. If you can, it is a fair chance that QGIS can load it.
If it is not a recognized projection, you can create a custom projection and save it for re-use but only if you know the parameters of the projection you require, or you can derive the parameters from known points. Look up Proj4 specifications on the web to see the sorts of information you need.
See (among others) this post: Defining new custom projections in QGIS?
And this post: Create custom projection using either QGIS or ArcGIS Desktop?