Yes! But often they have a hard time expressing it in terms of a problem, but instead think of a way to solve it, and present that to you. This is bad both because you as the developer don't know what they really want to do, but also because, being inexperienced at software design, their proposed solution is usually not very good.
So often I find the first step is to back up from their proposed solution, by gently probing what their reasoning is, then once the problem is better defined, only then going forward again sketching out a solution.
I always get people wanting another "email when this happens". When I dig bit more into the details, a confirm page on save is a far better solution.
I find the worst are semi technical managers who have been promoted too early, as they come up with junior level programer type solutions and think they are being helpful working out that for you.
So often I find the first step is to back up from their proposed solution, by gently probing what their reasoning is, then once the problem is better defined, only then going forward again sketching out a solution.