Basically, it is possible.
In essence databricks delivers virtual machines with a linux base and spark installed.
If you want to run other software on that hardware, it is probably possible.
Here f.e. someone installed dask on databricks. And here Databricks with Ray.
But as you can see: Databricks is not a general distributed compute platform. It is very Spark oriented. So your attempts might be succesful, or not. Depends on the library.
Cython f.e. will probably work, but my guess is that it wil only run on the driver.
So it might be easier to setup a Cython VM yourself.