So by "absolute risk" I'm going to assume you mean either the cumulative probability of an event at time t, or the hazard at time t.
In short, no, a Cox proportional hazards model doesn't really give you back that information - the model itself doesn't calculate the underlying hazard, just the relative difference in the hazard between covariate values. This rather nicely frees you from having to specify the underlying hazard of your outcome, which in many cases is unknown, not particularly of interest in the first place, or difficult to specify using a parametric model.
If you do want to estimate the underlying hazard function, you need to use parametric survival models, such as those used in survreg. There are a large number of tutorials online, including code, for survreg and parametric models.
This is one of my favorites, as it includes some theoretical treatment and a good bit of code. The 'Survival' package documentation is also a good place to start.