Is It Possible to Send a Follow-up Email to All Recipients Who Didn't Open the Previous Newsletter?

Yes, it is. 

Go to Contacts –> Active Contacts –> Advanced Search.

In the drop-down menu, scroll down to Behavioral Attributes and select "Has received." Then select the relevant campaign. 

Click to add more conditions. Again, scroll down to Behavioral Atttributes and select "hasn't opened." Once again, select the same relevant campaign. 

Once you have set the search parameters, click Search.

Example:

You have now selected all recipients who received your newsletter but didn't open it. To send an email to this group of contacts, save them into a segment and send a follow-up email.