Yes. A key advantage of a camera with interchangeable lenses is the ability for you to change lenses whenever you want. The camera body contains a shutter which prevents light from hitting the surface of the film regardless of whether or not the lens is attached.

Of course, you should try not to change lenses when you’re outside in the pouring rain or in the middle of a sandstorm or whatever. And don’t poke your fingers into the shutter itself as you’ll damage it.