An i5-6600K + Z170 would support SLI 960's, yes.
I'd question why you'd want to SLI 960's though.
They're far from the best 'bang for buck', and are a mid-range card at best (I have one too). SLI doesn't make a bunch of sense here.
You'd be looking at ~$100-$150 for a decent Z170 motherboard to support SLI and another $150-$200 for a second GTX960 (assuming buying new).
That's anywhere from $250-$350 of an investment
You'd be better off buying a single, greater card.
A GTX1060 can be had for $250 or a little greater. And, if you wanted even better performance, a GTX1070 is only marginally more than that budget - coming in around $380-$400.