Yes you can use fresh goat's milk to make any of the Mad Millie cheeses.
However, goat's milk curds tend be more delicate so they will need to be handled more gently. If you are having trouble with getting the curds to form try doubling the rennet used in the recipe (Note: The Mad Millie Goat's Feta recipe already accounts for doubling the rennet).
If you have followed the method to the letter and milk is within expiry it will set but may take a little extra time.