Yes you can but I recommend Electrum instead because with Electrum you are not relying on one server for your view of the blockchain.

Copay and Electrum are both wallets that give you control of and responsibility for your private keys. Your private keys are all generated from your seed which will be displayed to you during wallet creation as 12 random English words. Only someone with knowledge of your seed will be able to move your bitcoins and since you are the only one with that knowledge only you control them. No government or corporation can freeze your bitcoins or censor your transactions.

You can find a list of other such wallets here.