Yes, and it is perferred at first too!
It will require you to disconnect your cable provider's box (be it Comcast, Cox, DirecTV, Dish, Verizon, etc.) and then plug in your antenna, following the installation instructions.
By "testing" your antenna first, it means that you won't be without TV if in the event that your antenna does not work as expected. Sometimes if it does not work, it will depend on obstructions (between you and the broadcast antennas) or antenna placement. Sometimes, we have even heard that replacing the coaxial cables provided by the antenna with better ones makes a huge difference.
This process may take a few tries to get right... better to be doing it BEFORE you call and cancel your cable.