Yes, you can! Just be sure to remove the two small rectangular rubber plugs covering the breather vents on each side of your tool or overheating may occur. Should your tool overheat, it has a built-in safeguard and will slow the motor down by pushing it into a preservation mode until the heat subsides. A recalibration may be in order if this happens. Should you continue sanding in this mode, damage may occur to the motor. When using with a vacuums, be sure to put the vent plugs back in place. 

When sanding without vacuum, the dust will simply settle on the surface you are sanding (the sander has no suction power).Be aware that when not using your tool in conjunction without a vacuum, there will be no dust containment and you will be inhaling sanding dust. Wearing a respirator or good quality dust mask is a necessity should you elect not to use a vacuum with your tool.