Yes, you can do pathway analyses - the issue is that you should first think about what your research goal is and how any kind of pathway analysis can contribute!
For example, you can use a list of genes that have a mutation and you can use this list to do an over-representation analysis on pathways (a.k.a. Fisher's exact test). The results will identify pathways with an unexpected high number of mutated genes.
Also, you can annotate your SNP with an impact score (must be numerical! SnpEFF is not sufficient) and can do a Set Enrichment Analysis or Functional-Class Scoring using pathways as sets.
Third, if you have very well annotated SNPs and using a sophisticated database you can also do impact analyses based on pathway topology. For example, knowing that a mutation results in a protein activation (like BRAF V600E) you can infer that the pathway downstream should show a strong signal. This could lead to the conclusion that you would expect an increase in transcript of the target genes of this signaling pathways. However, for such methods you would need more knowledge on the mutations as well as on the exact signaling cascades of the related pathways that is usually not available in public databases (at least not easily accessible)...
However, I strongly recommend to discuss your plans with someone who has some experience in this types of analysis. Given your very broad question on "how can I do pathway analysis", I assume that you lack any experience so far and I strongly recommend to study some literature to first learn
- what kinds of pathway analysis are possible
- what questions they answer
- what are the benefits and drawbacks of the individual methods
Afterwards you can think about IF any type of pathway analysis will give you any result that is related to your research after all...