No, you can't do this directly from the JCA gateway as it uses JMS under the covers. That said, it's entirely possible you could bridge between JMS and AMQP using ActiveMQ outside of SwitchYard.
A couple more things to keep in mind:
1) We had a community contribution sometime back of an AMQP gateway binding which uses Apache Qpid underneath the covers. At present, you would have to build the gateway in our components repository and add it yourself to your install.
2) You can use any Camel component with SwitchYard, so if the Camel ActiveMQ component supports communication via AMQP then you can use that instead of the JCA gateway. There is also an AMQP Camel component which uses Apache Qpid, IINM.