Yes, I've grown mung bean sprouts as well as sprouted any and every other dry bean or
pea from our shelf. You'll find instructions all over the place but it boils down to something very simple:
1) They are seeds, and alive, so don't let them dry out, get too hot, freeze, or sit in festering
water.
2) How we do it is, we soak the dry bean or pea overnight in warm water. Next day, we drain it off, rinse, and leave the moist seeds in a loosely covered container. You don't need any special sprouting apparatus, but a sieve is useful. Do what you need to in order that they not dry out. Put in some new water every day or so, and drain it off to keep the seeds moist but not festering. They'll sprout faster if kept warm (but not killingly hot, of
course). I feel that they are sweeter if sprouted in warmer conditions, but I'm not sure it's true.
3) Taste them as soon as they swell up and I find that they are delicious every day, from having a tiny nub of shoot till they get long. My mung bean sprouts never get as long as the ones sold in the US (as shown in your picture) but they were delicious anyway, especially in winter when we don't have any fresh vegetables. At some point they sort of wilt.
All kinds of dried peas and beans usually do well. I like the flavor of some of the other ones better than mung beans.
I also did some herbs, ones where both the seed and the leaf are edible.
Tip: Don't mix different things in one container, because they sprout at different rates.