The FDA regulates manufacturers of drugs, not physicians, with respect to the drug approval process.
US law does not prevent physicians from prescribing unapproved substances (presuming they aren't illegal for some other reason), as long as it is not done for unapproved research.
That said, physicians may be restricted by local laws, professional organizations, their employers, and exposures to liability. It also isn't legal for a manufacturer to market an unapproved drug in the US, so simply obtaining an unapproved drug may be difficult.
For Solian, for example, it is marketed and approved in Europe, but the manufacturer isn't going to ship any to the US (doing so would likely run afoul of the FDA), no pharmacy is going to stock it, etc, so having a prescription won't do much good, and anyone who would be willing to ship it probably would not care whether or not you have a prescription in the first place. Therefore, a physician wouldn't have much purpose in writing a prescription for it rather than one of several similar drugs available in the US.