Can you react to Hwei being played?

No, you cannot react to Hwei, Brooding Painter being played.

According to RiftJudge FAQ #11175 and Rule 359.3, playing a unit does not create a reaction window because the unit enters the battlefield and finalizes immediately. Players do not receive priority while the unit is on the chain.

However, if Hwei had a "When you play me" triggered ability, you could react to that ability once it is placed on the chain after Hwei enters the battlefield. Since Hwei's ability triggers "When I move" rather than "When you play me," there is no play-based trigger to respond to in this case.