The answer to
Can I do this in MODX?
is yes.
The answer to "Would you do this in MODX or Drupal?" is MODX, but then that is expected considering this is a MODX forum. And yes I have used Drupal - not version 7, but it sounds like that is not ready for primetime yet - and much prefer MODX
I'm not aware of a SoundCloud plugin/module
Easily?
depends on the details, and who is doing the work (and their skill set) and their definition of 'easily'.
I will say that user permissions/privileges/roles do seem to give problems to some, the system is flexible but requires some effort to understand. So on that basis it will probably not be easy - but then any flexible role/permission/privilege system ends up not being easy
And finally
Integrate Soundcloud
I've never played with "integrating Soundcloud" so can't help you out there and for that matter "integrating" is a very open ended term which would have to be defined a bit before you could get an answer.