Say, for example, that you had a situation where you needed to some up an infinite number of infinitesimally small portions of some vector, $\vec{r}$. This vector, $\vec{r}$, can be then defined as
\begin{equation} \vec{r} = \int_{r_{a}}^{r_{b}} \mathrm{d}\vec{r} \end{equation}
which states that the infinite summation of these infinitesimally small vector contributions, $\mathrm{d}r$, will total to the vector, $\vec{r}$.
We can say that this vector, $\vec{r}$, can be split into its components of some direction, $\hat{r}$, and magnitude, $r$, given by the following relation
\begin{equation} \hat{r} = \dfrac{\vec{r}}{r} \end{equation}
Using this, we could say that the vector, $\vec{r}$, can be expressed by the following \begin{equation} \vec{r} = r\hat{r} \end{equation}
From the integral which was stated above, we know that, $\vec{r}$, can be expressed as the infinite sum of the infinitesimally small vector contributions, $\mathrm{d}\vec{r}$, so perhaps we can express this differential as
\begin{equation} \mathrm{d}\vec{r} = \hat{r}\mathrm{d}r \end{equation}
If this is true, then I could rewrite the previous integral as
\begin{equation} \vec{r} = \int_{r_{a}}^{r_{b}} \hat{r}\mathrm{d}r \end{equation}
This makes more sense to me geometrically. I can picture this as going along some function interval which describes the direction of the vector at any point, and providing it with a magnitude at that direction. Summing up all these magnitudes pointing in some, $\hat{r}$, direction should, in turn, provide me with the total vector, $\vec{r}$.
Yes, you can. In physics documentation, it is very common to see vectors as a magnitude with an associated direction $r\hat r$ since having constant "track" over the direction of where the calculation is taking place is useful at times.