You can, but the device won't let you browse your folder structure (if you have one) - it'll lump all books together, and you'll have to sort them manually into shelves, which is just another word for playlist. You can create shelves in Calibre too, but I never bothered with that so IDK if you can do it and just copy files afterwards to a card without involving the device.
I wish they'd add a damn file browser to the OS instead of breaking it more and more with every update.