You certainly can. You may find, however, that some feature games have large progressive prizes on offer, and if you win these with a no deposit bonus then the amount you can receive is capped at an amount specified in your casino’s terms and conditions.
The best examples are Playtech’s Marvel Roulette and Age of the Gods Roulette games. If you make an ante bet and the ball lands in the feature segment of the wheel you’ll be taken to a specially-designed slot game that could, if you’re lucky, yield one of the four Playtech mystery progressive prizes.
These run up to millions at times, so it’s worth bearing in mind that you wouldn’t be eligible to win an amount of this magnitude using no deposit bonus money.