For something to be futile it must be pointless. A futile action is one that has no chance for useful result. To say that war is not futile is to say that warfare has some point or some chance of a useful outcome.
In this sense, war, in an of itself, cannot be described as futile. In a contest where one power is attempting to overcome another, ultimately, one will likely succeed. This chance of success goes against the very definition of futility.
Warfare also is very difficult to predict. Depending on the scale of the conflict, it is possible that the determined efforts of a small few can turn what looks like an impossible victory into a real one.
It could be said that during a war certain actions are futile, such as Germany's prolonged resistance in the face of defeat during WWII, but it depends on what you measure it against and who is doing the measuring. To the Soviets, resistance after the invasion of Afghanistan in the 80's was futile. After all, how could such a "nothing" nation resist the mighty Soviet? In the end, though, the efforts of the resistance in that country was able to wear down the invaders and ultimately drive them out.
Warfare might be immoral and tragic, but in itself it cannot be futile because there is always a chance for successful action. Just ask yourself how many people must have told those guys at Thermopylae that what they were doing was futile...