you can, but it is not recommendable to do so.
get yourself a card reader,
if you use your camera as card reader,
it is very slow in transferring and waste your camera battery,
and you can't use the camera while transferring files
what if you damage the cable or the connecting socket on your camera?
I been removing and slotting in CF cards onto my cameras countless time, no pins broken or card damage. if you are using cable, soon or later the connecting socket will be very lose.