The short answer is no because it is too dangerous and expensive and the amount of power obtained is too small.
For a more detailed explanation try a search of CR4 using the search function on the right hand side of the screen using "lightning storage" (or similar), as this question has been answered in depth a number of times before.
As it takes place in a split second storing energy may be impossible.If you design a Current Transformer with the primary as the down conductor,when a lightning strikes there will be a current in the secondary for a moment but can you make use of it for any useful purpose? An electromagnet may be operated to operate a plunger for signalling the incidence of lightning. If you can drain the charges in the cloud,by some means,before it strikes any tall object ,is it possible to charge a battery? Just a theory only.